if all emails end up in the same tray, then probably this tray is set up as the destination in the "Outlook Email" configuration. I am not exactly sure, what you would like to accomplish, but I assume, you want to store the emails directly in a file cabinet. You can define the target on the tab "Store Target (See image).
On the next tab you configure, how the emails get indexed and you can also choose to open the store dialog, if users have to add additional index entries.
I hope this helps