Every conversation in a mailbox that's approved for it can be filed out of the inbox, the same way a mail client lets you clear a conversation without losing it.
To file a thread, hover over its row in the thread list (the actions appear near the timestamp) or open it in the reading pane, where the same actions sit next to Reply. Which actions are offered depends on which view you're in:
In the inbox view (All Mail, Unread, Has Attachments, Sent): Archive, Report spam and Delete.
In the Archive view: Move to inbox, Report spam and Delete.
In the Spam view: Not spam and Delete.
In the Bin view: Restore to inbox and Report spam.
Filing a thread removes it from the view you were in and closes the reading pane if that thread was open. A toast confirms what happened, for example Conversation archived or Conversation moved to the bin.
Delete doesn't erase anything. It moves the conversation to the mailbox's Deleted Items in Microsoft 365, so it can still be restored from the Bin view in Nagaris or from Outlook directly.
Filing requires the mailbox to be approved for it, the same permission model as sending. If a mailbox isn't approved, you'll see This mailbox isn't approved for archiving or deleting yet. An administrator needs to grant permission.
A collapsed message that has downloadable attachments shows a paperclip icon next to its timestamp. Click it to expand the message and jump straight to the attachment list, instead of scrolling through the message body first. Hover the paperclip to see how many attachments the message has. A message only shows this if it has attachments listed separately from the body; one that just has images inline in the email body shows a plain paperclip with no jump action.