How do I save my emails in a directory in macOS Mail?

How do I save my emails in a directory in Mac OS Mail?

For example, I want to keep and save the mails from my parents and my brothers and sister in a specific folder called family.

Is this the right way to do it, the good practice in a such case? Or is it better to use keywords or even color tags?

Thanks a lot and regards.

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Original Title: How to