I can't find filter function in office 2019

Interesting, I'll need to research that more. I used Office apps on my desktop for 30 years and I had control of where everything was. Then I started another business a few years ago where my partner requires MS365 so I had Outlook and now MS365 Outlook on the same desktop, one IMAP and the other Exchange. MS proceeded to replace all my Office2019 desktop apps with cloud versions and lost about 10,000 IMAP emails I retained on all my customers for the last 20 years. I know they were 'just trying to help me' but they are only trying to help themselves and I wish they would ask me (and not in a 28-page, fine print agreement I have to agree to to use the product) before they make major changes in my business processes.
I'm not against using the cloud but want to do so on a controlled basis when it's an advantage to me. Thanks for your input.