Currently an E-Mail tracked by Dynamics 365 is marked with the category "Tracked by Dynamics 365".

A helpful feature would be if there was a way to automaticially move these tracked mails in a user-defined Outlook folder as soon as the category is assigned to the mail.

I've already discussed this topic on the Dynamics forum: https://community.dynamics.com/365/sales/f/762/p/357649/942199#942199