To loop through each item in the selection:

Sub SAVE_multiSelection()

    Dim olObj As Object
    Dim olMsg As mailitem

    Dim selCount As Long
    Dim j As Long
    
    selCount = ActiveExplorer.Selection.count
    
    For j = selCount To 1 Step -1
    
        Set olObj = ActiveExplorer.Selection.Item(j)
        
        If olObj.Class = olMail Then
            Set olMsg = olObj
            Debug.Print olMsg.Subject
            'SaveItem olMsg
        End If
        
    Next j
    
End Sub