Assuming you' talking about messages in your inbox...
- There's a box to the right of each message in the inbox, put a check mark in the box of the message you want to move.
- Scroll down to the blue box that says "selected messages" and left click it.
- Put a dot in the circle that reads "move to folder".
- Click "proceed".
- Use the arrow down to find the folder you want to move the message to and click it to make it appear in the box.
- Click "move item(s)".
That should do it!