The only way is to do it manually - right click on the sender and choose Add contact.
is not quite what I want. I want every email I send I get a copy in my inbox. So when accessing from another device I can see all my sent messages.
When you access your mail from another device you should see all sent mail in the “Sent” folder. If you are referring to Conversation view, it is not possible at the moment but we will implement it to the next major update.