Presuming your emails are stored on your computer, Zip Cloud can create backups of them. Typically, most email programs will archive your email into a central archive file. If you aren't familiar with how your email is being stored it would be advisable to look into that prior to attempting to back it up.
All you need to do is ensure that the email folder or archive file is selected in Settings > Selection > Custom Selection
Archived email files can be very large so please allow adequate time for Just Cloud to back them all up.
In Microsoft Outlook you can locate the archive file by right-clicking on your Mailbox folder, this is normally the top level folder on the left-hand side the Mail Folders file tree. There may be an option on the right-click menu called Open File Location. This will open the containing folder of your emails and mailbox folders.
If this option is not on the menu you will need to click 'Properties' and then 'Advanced'. It should display the Filename or File path of where the files are located. If you cannot locate the files please email firstname.lastname@example.org confirming the version of Outlook, or any other email client, and we will find out where the files are located for you.