I am not an expert, but I created a new folder
called "saved" my shortcuts and I drag and drop any
emails I may need into this folder. Select My Shortcuts
on the toolbar (left bottom) and then File>folder>new
folder.
The "best" wasy is the way that you find most useful. Create one or more
additional PSTs, naming them in whatever way makes the most sense for you,
and move into them the messages you wish to keep for future reference.