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There are four icons at the top of the email lists -- move, copy, flag, trash.
You can hover your mouse over the icon to make sure what it is.
Use the curved arrow move icon to do moves, either within an email or to move checked emails from a list. The drop menu will have the folder options for moving it/them to. Select the email(s), click the move icon to open the menu, select the folder, then click the icon to complete the operation.
Hope that helps.