Create the new folder if it does not already exist. Go to tools, rules and alerts. Select the “New Rule” button. It defaults to “Move messages from someone to a folder” in the Step1 window. In the Step2 window there are underlined words, click each underlined word and select the people you wish this to apply to and the folder to which you want them sent. Or start from a new rule if you prefer.
Another quick way to do this is to select an email to which you want to apply a rule and then select the “create rule” button from the tool bar (just left of the address book button). You can then easily select whether the rule applies to a person or to emails with a specific subject or who it is sent to.
Once the rule is created you will have the option to “run this rule now” and it will take every email the rule applies to and send it to the folder you specified.