How Do I Save Inbox Mail To Another Folder

I can’t believe that I can’t find a way to simply move mail from my Inbox to another folder and have it show up in the other folder. I go through the process, (Edit, Move to Folder, OK), the mail disappears from the Inbox, but when I check the Save folder where I sent it to, it’s not there. I can’t find it. Repeated attempts fail, including going through Right Click on the mail in question for the same Move/Save process.

Are you using IMAP or POP3 protocol?