The folder Local\backup in MesNews lets you save messages in special files. To save a message (or a serie of messages) in a file you use the menu messages\copy message to file.You can also copy a whole thread by using the menu Messages\copy message to file. You will see the next screen:

To copy one or more messages to a file you have to choose the file in the list and validate the screen. You can also dubbleclick on the name of the file.

You can also manage your files from this dialogue box. : for a new file,  to change the name of a file and  to remove a file. For more information see help of the screen Backup folder management.