NOTE: This solution assumes that you have previously enabled Focused inbox in Outlook on the web.

1) Choose the message that you wish to move by right-clicking on it.

NOTE: If you pick multiple messages, the option to "Always move to Focused inbox" or "Always move to Other inbox" may not be available.

2) Choose one of the following options:

• Move to Other inbox - Moves the selected email(s) to the Other inbox
  
• Always move to Other inbox - Moves this and all future emails from this sender to the Other inbox
• Move to Focused inbox - Moves the selected email(s) to the Focused inbox
• Always move to Focused inbox - Moves this and all future emails from this sender to the Focused inbox

Outcome

You will now be able to move messages between the Focused inbox and Other inbox in Outlook on the web.