If your emails are in Shared Folders
You will first need to export the emails to file system folders. There are commercial third-party tools that claim to do this. We do not have experience with any of them and cannot recommend any tool however we are aware customers that successfully used:
https://www.systoolsgroup.com/
If you need to convert EML files to MSG format, get in touch with us as we have a tool to do that - most people won't need this.
Next step: If you don’t have Mail Manager, Excitech Mail or Pentagon Mail Assistant any more