Messages are not stored in Search Folders. Search Folders are virtual folders that contain views of all e-mail items matching specific search criteria.
Search Folders display the results of previously defined search queries. The e-mail messages shown remain stored in one or more Outlook folders.
In Mail, in the Navigation Pane, there are three default Search Folders
For Follow Up,
Any e-mail item with a flag appears in the For Follow Up Search Folder.
E-mail items that are larger than 100 kilobytes (KB) appear in the Large Mail Search Folder.
All unread e-mail items appear in the Unread Mail Search Folder.
Right click the Searchfolder icon to create a new Search folder.
When you create a Search Folder, you have a number of options to choose from, such as "Mail with attachments" or "Mail from specific people."
You can also create your own custom Search Folders, defining specific search criteria that e-mail messages must meet to be displayed in the Search Folder. Each Search Folder is a saved search that is kept up-to-date, monitoring all of your folders for any item that matches the search criteria of the Search Folder. When you delete a Search Folder, the e-mail messages shown in the Search Folder are not deleted, because those items are never saved, only viewed, in a Search Folder. However, if you open or select one or more e-mail messages shown in a Search Folder and delete the e-mail messages, the messages will be deleted from the Outlook folder where they are stored.
Outlook's search folders retain the results and remain up-to-date by adding new messages to the search folder as they arrive, provided you view the contents at least once every 8 days. If you use the folder less often, Outlook will need to rerun the search. Because Outlook has a limit of 20 search folders, use Advanced Find for less used searches. When you save the Advanced Find search, it's almost as fast and convenient as Search Folders. Advanced Find allows you to save the searches as Office Saved Searches (*.oss). Choose File, Save Search.
Once saved to your hard drive, you can copy them to any folder within Outlook, or drop it on the Outlook bar for easy access. To run the search, just double click on it.