There are several ways to go about doing this.  The easiest is to create a Windows directory which will be where the messages will be archived to then add that directory to the Pegasus Mail folder list as an added mailbox.  Now move all of the messages and folders that you want to archive to that added mailbox.  You can then leave that mailbox connected or disconnect/reconnect as needed.

Hello I have one question, in past we I had someone who made backup for pegasus but this year I am on my own... So I would please you for some help I would like to backup/save pegasus folders inway that I can also access it offline if you understand?

 So let me explain what exactly I want.... so I was getting emails in 2013 and now I want to make a backup of year 2013 but if I deciede it to check mails for 2013 I should be able (also offline ).... so I can move this folder to any pc and just run the pegasus from folder not from desktop if you understand

Best regards