How to Save Copies of Outlook 2013 Messages
Scroll down to the Save Messages section and select the Save Copies of Messages in the Sent Items Folder check box.
If the box already contains a check mark, leave it alone. (That's the way Outlook is set up when you first install it.) If you click the box when it's already checked, you turn off your option for saving messages. Don't worry if you make a mistake; you can always change it back. Just make sure that a check mark appears in the box if you want to save messages.