As you've learned, for both Archive and Personal Folders, messages are moved (not copied) to an Outlook folder. With both methods, you'll always be able to access your moved messages from a folder in the Navigation Pane in Outlook.
Another similarity between the methods is that the folders, the subfolders, and the messages they contain are stored in a file on your computer called an Outlook data file. Other names for an Outlook data file include Office Outlook Personal Folders File, PST, and personal store (because you personally store a PST file on your own computer).