This help file has information on pine, mutt, and elm, the three most common shell mail readers. If you put a name of a file there, Pine will put a copy of your outgoing mail in a mail folder with that name. Alternatively, if you'd like to always save a copy of sent mail, you can set up Pine's configuration file to do this. Please remember that your sent mail will hang around forever, getting larger and larger, until you delete it. Pine will offer to do this once in a while, but if you decline, please remember to do it by hand.
Disk space is neither infinite nor free.
Once you've done this, you're finished. To save copies of all your outgoing mail, you will need to make adjustments in your .muttrc . There is a separate setting to change if you want to save copies of outgoing attachments as well.