While there's no File | Export command, you can export messages from a folder in Evolution easily and in a highly compatible format (mbox) so it's possible to import them in other email programs.
Export Messages from an Evolution Folder
To export messages from an Evolution folder:
- Open the folder in Evolution.
- Select Edit | Select All from the menu.
- Now select File | Save As... from the menu.
- Choose the location and file name where you want to save your emails.
- You can give the file a .mbx extension so it's clear that it is a mbox file.
- Click OK.

