Move or copy mailboxes in Mail on Mac
In the Mail app on your Mac, select a mailbox in the Mail sidebar.
Do any of the following:
Move the mailbox: Drag the mailbox to a new location in the sidebar.
Copy the mailbox: Press and hold the Option key while you drag it to a new location.
If you use the Finder to move or copy mailboxes, the changes may not appear in Mail.
If you drag an On My Mac mailbox to an Exchange or IMAP account in the sidebar, the mailbox is copied to the account’s Mail server. You can then access the mailbox from any computer or device where you use that account.
To copy an Exchange or IMAP mailbox to your Mac, just drag it to an On My Mac mailbox in the sidebar.