This is not a JAWS function, but an Outlook command. No matter which folder containing messages you're in, you can move or copy to another folder. What follows presumes you have the folder open you need to move the message out of and that the message itself is selected.
1. Hit ALT + H, MV [Home Ribbon, Move Control]
2. You will then be presented with a dropdown list of most likely folders where Inbox is, in my experience, invariably the first in the list.
3. Gain focus on the folder to which you wish the message to be moved and hit Enter. The message will disappear from the mailbox you currently have open and will have been placed in the one you chose from the list.
Brian - Windows 10, 64-Bit, Version 21H2, Build 19044
Here is a test to find out whether your mission in life is complete. If you’re alive, it isn’t.