I don't know how to do that.
Several steps:
1. Install a decent email client software, like for example Thunderbird.
2. In Thunderbird create an account for your Yahoo mail - preferably using IMAP rather than POP3 as mail protocol, in case you have the choice. Then cofigure it according to your preferences.
3. Verify, whether it works.
4. Now you can configure the archive function of Thunderbird, if you'd like to use that. In your case, you'd of course configure it to use a local archive folder, so that the archived mails don't remain on the Yahoo mail server(s).
Alternatively (or additionally) you can also create one or several local folders and use that/these to either:
- move your old mails to (using the "move to" function);
- or copy your old mails to and then either delete these from the server or additionally use the archive function as a separate, second step.
The latter (copy to) of course has the advantage, that you have the opportunity to verify, whether the mails have been copied correctly, before you delete or additionally locally archive these mails (using the archive function), thus removing these mails from the Yahoo mail server(s).
Greetings from Munich!
Manfred / lini