You would need to enable the account in a desktop email client like Outlook, Mozilla Thunderbird, Mac Mail or some other. Then you could use a backup utility to save your emails to an external drive.
Thank you so much for your reply. Shortly after I posted I did manage to figure out what to do using those 3 lines at the top next to printer icon. Rather or not I will be able to do it again I'm not sure but I will try until I understand what I did. Thanks again.