Where dose Win 10 Mail app store it's email and can they be store to ?

All email messages are stored locally on a mail folder in the hidden AppData folder. Email messages are stored as .EML files and to be able to read them without Mail App needs another email client that is capable of reading .EML files. You can check the folder C:\Users\<username>\AppData\Local\Packages\, choose microsoft.windowscommunicationsapps, and open the folder \LocalState\Indexed\LiveComm. Find the "Mail" folder and open it. You will see those .EML files stored on that location.

from
where are win 10 mail files stored on the hard drive in win 10 - Microsoft Community

I don't think you can change the storage location.

Note too there is no export/backup function for Mail. It is a limited client.