save email

You can drag an individual email to a folder in the Finder. (But not multiple emails in one go.) You can also select an individual email and then in Mail go to the File Menu and select Save As… I strongly recommend choosing the 'Raw Message Source' as the format as this saves it in a standard .eml format complete with all headers and attachments.

There are several ways but I find it best to copy the email into a folder and transfer the folder,