You just answered your question: use a filter to do this. From the menu, click tools and then message filters

Thank you so much for responding, and setting me on the right path, but I'd be grateful for the final key to the solution. For example, I'm trying to archive each year's emails into their respective Archive folder years. i.e. all my 2023 emails from my Inbox into an archive folder "2023"... When I create a new filter, and select 'Date' and 'is' (to 'Match all of the following'), and then specify '2023', it insists on the date being '01/01/1970' or insists on that format. (It looks like I need the choice of 'Date Year Only' or something, but that's not available.)

I suggest trying two rules, one for after dec 31 of one year and the other rule to be before jan 1 of the following year and to set the filter to match both rules.

Thunderbird also has an "Archive" feature (see images): go to Account Settings > account name > Copies & folders > Messages Archives ... with a button to choose "Archive options..."

Thank you for this alternate suggestion, but all that I could see was a suggested archive structure, but no RUN button or way to tell it to move those 2023 emails into the 2023 archive folder.

David, thank you. This worked beautifully. I wish I had a mind like yours.

Didn't you see the "Archive" button in the message header in my second screen shot?

You are most welcome. And THANK YOU for the beautiful compliment. :) I was so glad to assist.

One more tip: If the account is IMAP, I suggest having the filter COPY the messages to the Local Folder archive folder. Then, after a successful copy, change the filter to 'delete' and run again. Doing the archive process this way ensures the messages are free from the account and the space used within the account is freed. Otherwise, if you just MOVE the messages, you are not achieving the objective of creating a separate folder from the account. Be sure to do backups, as the archives are on your PC.