I use email through a web hosting service (IMAP). If I save emails 'On My Mac' can they be accessed somewhere on my hard drive (other than through mail)? If so, where? I want to be able to backup them to a Cloud service I am using.
The simple thing to do is select a mailbox you want to preserve, select Export from the Mailbox menu, save the resulting file anywhere you want. You can upload the file to your cloud service. You need not create any special mailboxess on the Mac.
Yes, if you wanted all of them. But that would include both POP and IMAP accounts and all local mailboxes. Which is fine if that's what the OP wants. I read the request as possibly only wanting one or two mailboxes.