What does the mark near the button „send message” mean?

In you want to leave a copy of sent message in a folder "Sent" , You have to check "Save a copy in Sent" in the drop-down menu "More" in a compose form.

If the tick isn’t there then after sending a message it won’t be saved in your mailbox.

You can turn on or off this option in section Options -> Signature.

You can also choose in which folder do you want to save sent letters.