Move lots of messages! Here’s how:

To select messages in a sequence (an entire block of emails), press the Shift key and click the first and last message. To select random (un-grouped) messages, click in the check-box beside each message.

When you’ve selected the messages you want to move (they’re all highlighted), either click-and-drag them over to a folder, or click the Move button and pick a folder for them. Done!