Either via right click Upload > Team, but then you have to go to the root library and move it.
Use an outlook addin such as OnePlaceMail to do it (My preferred method)..
Or you can Go to your library in Teams > Open in SharePoint and sync the document library. Once synced, you can use Save as, to save to the synced location on your computer.
Yeah, that could work, but then you get an eml file and the attachments, kind of unorganized IMO, but def. could go in and file them that way as well. Multiple ways to accomplish the same. I mean you could get even super fancy if you wanted and create a PowerApp that reads your latest e-mails and moves those attachments into document libraries using flow lol!