Saving Emails?

I have art course emails sent to me which contain video's, some can be downloaded others can't.

If its possible, how would I save the emails containing none downloadable video's to a document folder in Microsoft office Word?.

This is so I can make a backup coopy in case they are accidently deleted, or there may be a time I cannot access my email page I would then lose access to all that are saved on the email page.
Hopefully my question is as clear as water and not clear as mud.

many thanks in anticipation.