After you have found the messages, you can download each message to your local disk.
Log on to the Web Console.
Access your mail messages.
From the search results, select the messages that you want to download.
Depending on which web browser you use and how you have it set up, either a ZIP file is downloaded to your default download location on your local disk or a dialog box appears.
If a dialog box appears, select Save File, and then click OK.