To refile a message, type `o' and input a folder name, then `o' is put. A folder is guessed neatly, so most time what you should to is just type `RET'. For more information, refer to See section Happy refiling.
If you type `o' on a message marked with `o', the refile folder is shown. When typing `x', messages marked with `o' are actually refiled.
A summary about the `o' mark is here.