After you've created a Space, you can continue to add emails for safekeeping to it, as follows:
Following a search of your archive, select the checkbox(es) beside the emails you want to include in a Space.
Select Save to Space in the sub-navigation bar.
You can add the email(s) to an already existing Space by selecting it (such as November Accounts in the example below) or Save to a new Space.
If you save to an existing Space, you'll receive a message noting that the email(s) were saved successfully. If you created a new Space, then you'll be prompted to enter details in the Create Space window.
If you are saving a large number of emails, it may take several seconds for them to appear in your Space.