Messages and other email account data (attachments, calendar items, contacts, etc.) can be saved on your computer (or as a backup) rather than the cloud, either by manually moving them between folders (drag and drop), exporting an Outlook compatible data file, or setting up archiving. This comes in handy if your email account is being deactivated and you'd like to save all of your messages, or if you reached your 100GB CUIMC email quota and need to move items off of the cloud.
You will still be able to easily view everything in Outlook and include it when performing a search. They will not appear in Web Outlook, a mobile device, or other computer, but can be moved or copied back to a "cloud" folder if your account is still active.
Note that you must already be using Outlook to connect to your CUIMC email account in order to export or archive.