Filing emails from Outlook to SharePoint libraries

Gurdev Singh 
You can use Power Automate to automatically move emails from Exchange Online to SharePoint as @Juan Carlos González Martín suggested.

If you are talking about emails in the Outlook client on your local machine the options are limited.
Drag and drop emails from Outlook to Sharepoint is the only OOTB integration.

There are lots of Outlook add-ins (https://directory.collab365.com/office365-sharepoint/sharepoint-email-management-software/) and even browser-based apps (https://directory.collab365.com/listing/slim-companion-email-manager/) that provide additional features such as:
- extract email metadata (Subject, From, Sent date, ...) and capture into SharePoint columns
- rename emails based on email metadata (e.g. combine subject and sent date)
- view email attachments
- select SharePoint files and attach to a new email