Open powershell and connect to Exchange Online (see earlier post).
You can only copy the contents from the source mailbox into a folder on target mailbox. Use the following command –
Search-Mailbox source-id -TargetMailbox target-id -LogLevel full
You will be prompted to enter a folder name. Once you have entered the name the command will run. This will probably take several minutes and a small report will be displayed at the end.
Close the session to Exchange Online