It depends on what you want to do with it. There really isn't an archive feature. You can move or copy the message to a folder. You can download a specific message to your computer using Roundcube. These options are available on the more tab when you select an email.
If you are trying to archive it off the server, I would advise using an email client. You can use POP to download the messages to your computer, or some IMAP clients let you make folders on your local computer so you can drag the messages from the server to the local folder.
OK. Got an email that my space was almost full and that I needed to archive email, so I thought there might be a specific function. I did upgrade to have much more space and will use folders as you suggested. Thanks!