Search for all the directories named 'm?' under current directory tree, add the extension ".mbox" to all, create a 'Messages' directories inside them and move all files with .emlx extension to 'Messages' directory
find . -name 'm?' -type d -exec mv '{}' '{}.mbox' ';' -exec mkdir '{}.mbox/Messages' ';' -exec sh -c 'mv {}.mbox/*.emlx {}.mbox/Messages' ';'