To copy selected messages, select the messages you want to copy and drag them on to A drive.
To copy the complete outlook message store, then open up outlook, Goto Tools -> Options -> Maintenance -> Store Folder. Copy the path that is shown. Open up windows explorer, paste the path in the address bar. Copy the contents of the folder onto A drive.
Later you will have to import it using outlook to view the contents.
All this only if the size is below 1.4 MB