Office 365 provides a very convenient way to backup your mailbox. You can either use the Outlook client or the Office 365 portal to backup your mailbox.
To backup your mailbox using the Outlook client, you need to export the contents of your mailbox to a .pst file. To do this, open Outlook and click File Export Selected Items.
In the Export Outlook Data dialog box, select the .pst file format and click Export.
In the Select Folder to Export …
