apple email move to external hard drive

How do i move email from apple email to an external hard drive. I tried clicking on the inbox and then clicked on "Mailbox" in the toolbar and then clicked on "export mailbox" and selected my hard drive in the pop up window. The only thing that then shows in my hard drive folder are two new folders "mbox" & "table of contents". when i click on them another pop up window opens and says it can't be open because its from an unidentified developer. What am i doing wrong?

I want to remove a ton of old emails from my last job from my inbox, but want to have them available to help old work colleagues if they call me. I would like to get them out and off my current Mac Book Pro before i migrate everything to a new Mac Book Pro that i ordered.