On my Mac emails

"On My Mac" are stored locally, not uploaded/synced to iCloud, so no, you cannot access it on another device. Best way is to copy/move it to another subdirectory/folder that is synced with iCloud so all devices using the same Apple ID will have access.

Good luck!

You can select mails ( use command and A keys ) from a folder created in on my Mac section from Mac mail application , and move to icloud .

Sign in with the same Apple ID & password say example1@icloud.com on your iPhone & Mac on the same network and connect both with an usb cable .Overview of syncing your Mac and your devices - Apple Support the mails will sync .