There are two ways to move one message or multiple messages into a folder: The Click-and-drag or The Move Button.
Click and hold down on a message, then just drag it over the name of the folder where you want to drop it. When the name of the folder lights up, un-click the message.
The Move Button
Click a message, then click Move from the row of buttons along the top. This opens a pull-down menu listing all your folders – along with Trash and Spam. Click the folder, and you’re done.
To move multiple messages:
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 to put them in.