You can also go to Account / Sorting Filters and create filters to actually do things to the message (move / copy, mark unread / send to someone else etc) you will also want to use a real (not Virtual) folder. I am in several Yahoo groups and I filter all the incoming mail from my groupmail account to respective folders. I send ebooks to a private address book group and use a filter to mark it as a book and send it to that group with a configured hot key)
I'll give you one shortcut to try. If you have someone in your inbox many times, hold down ALT while you click their name. Instantly all you see is matching messages - hit escape to go back to the full list. That will work on other column data too such as attachments - alt click on an attachment icon and you will see a list of all messages in that folder with attachments