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Download and install Thunderbird – Thunderbird — Free Your Inbox. — Thunderbird
A guide from Linked in – Exporting Email from Outlook to Thunderbird in Easy Steps (linkedin.com)
CSU Guide to import from http://Office365.com to Thunderbird.
Start the auto config, but press the "Configure manually" link.
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When asked for config settings use POP3. It will remove the email and store it only on your computer. IMAP4 leaves it on the server, but places a copy on your computer.
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Config Manually Settings
IMAP example below. For POP3 change the incoming server protocol to POP3 and the port to 995.
Be sure to use the proper Encryption Method from the chart above (SSL/TLS or STARTTLS)
On the first sync you should get Microsoft login and MFA check windows. This should be the CSU blue background window you normally get.
Email will begin to populate into your email client. Once completed you should move what you want from the Microsoft folders to a local folder in Thunderbird. If you do not when access is terminated these folders may go away.