This will save the email as a .msg file. Non-Outlook user may not be able to open this file type.
Select the email you wish to upload, then select the the Other Actions button at the far right side.
Select Forward as an Attachment. This will open a new window with the email as an attachment.
Then select the options icon on the attachment.
Select Save As to chose where to save the email.
If you select Upload, you can quickly save the attachment to your OneDrive.