I use only built-in function of Outlook.
There is no plug-in to manage rules.

So it consists in (in french sorry):

• Select "menu Fichier" -> "Information" -> "Gérer les règles et les alertes" : there we are in the Rules and alert window.
• Click on "Nouvelle règle" ("new rule").
• Select "Appliquer la règle au message que j'envoie" (probably something like "Apply the rule to the message I send").
• Select the option "avec XXX dans l'adresse du destinataire" (~ "with XXX in the recipent address").
• Move a copy in the folder XXX.
• Stop processing other rules.
• I have removed the option "Sur cet ordinateur uniquement" (~"on this computer only").