How can you gather all your email into one file?
In case you have Gmail, there are two options. One is called "Google Backup". The other is Thunderbird, which requires IMAP or POP3 from your e-mail provider (Google is the only free to access e-mail provider who provides this).
A third, future option is "Google Takeout". It doesn't yet offer e-mail backup, but will backup everything else in your Google Account (except Calendars) in a single, zipped file. The speculation is that Takeout will eventually offer e-mail archival services.
The most commonly used method is Thunderbird (which I use for regular backups). Thunderbird is what's referred to as an e-mail client, similar to Microsoft Outlook (Outlook can backup Gmail, too).
The best solution is probably "Gmail Backup". It's free and easy to use:
For other services, other solutions exist, but they are not as simplistic as the options for Gmail:
Hello, can you give a little bit more informaton about what you are trying to accomplish? The way this question is asked, there is no proper answer.
Where is your email stored? Do you use a desktop client and if yes which one? Or do you have your email online with a webmail provider like Yahoo?