Meusakeun36 In Webmail you can mark respective mail and click on the three dots, then you can save them in one zip file in your PC. The data formate is.eml. But is not really favourable.
Another possibility (a better one then the eml files) is is to couple Bluewin mail with a mail programm like outlook ir thunderbird in which you can locally archive the mails
If you use Windows you can also install the free version of MailStore Home (see link), which is really a good archive for mails.
MailStore Home - Free Email Archiving & Backup for Home Users