Export Outlook folders to file folders

I had some VBA that was stored in Outlook for a long time where I could click the macro to run the VBA and it would ask me which folder I wanted to backup, then I would choose. After that it would allow me to browse my file folders to select where to export the data in an Outlook Item format. It disappeared somehow.
I thought this may have been it below, but I can't get it to work. I know enough to be dangerous but would like to have something functional again.

I get an error when it makes it to this item, saying Sub or Function not defined. SaveItem olItem

Code:

---

Sub SaveFolderMessages()
'Graham Mayor - Last updated - 04 Nov 2017
Dim olFolder As Folder
Dim olItem As MailItem
Dim iCount As Integer
    On Error GoTo NextItem
    Set olFolder = Session.PickFolder
    For iCount = 1 To olFolder.Items.Count
        Set olItem = olFolder.Items(iCount)
        If olItem.Class = OlObjectClass.olMail Then
            SaveItem olItem
        End If
NextItem:
    Next iCount
lbl_Exit:
    Set olItem = Nothing
    Set olFolder = Nothing
    MsgBox "Process finished"
    Exit Sub
End Sub

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SaveItem most likely another VBA procedure which is missing.

Your right. Turns out this is not what I am looking for. This does not save folders/sub folders.