Save it right there by tapping on 'Move to this location' at the bottom of the screen, or navigate.
The only way I know of doing this is via a computer. In using iCloud to backup text messages, you have to know that iCloud only offers you 5GB of free storage space. When you do not want to lose the files on your iPod, it is safe to transfer files from iPod to iCloud as you can restore back the files if you lost them. I'm trying to transfer all the email from my iCloud account to Outlook 2016.