Cisco ESA doesn't have a built-in archive capability. That being said, you could send the messages from McAfee to a quarantine on ESA, for instance. Cisco ESA could use a command like archive("Sample") but that will create a raw file with all the messages in a single file. Please refer to:http://www.cisco.com/c/dam/en/us/td/docs/security/esa/esa9-7/ESA_9-7_User_Guide.pdf
Kindly search for "Archive Action". The direct link would be:
http://www.cisco.com/c/dam/en/us/td/docs/security/esa/esa9-7/ESA_9-7_User_Guide.pdf#G11.1133841
Cisco has recently created a partnership with a third-party vendor that offers archiving.
If you could please send me an email (vdacosta@cisco.com), I could get more information about what you are trying to achieve and advise you further.
Hope that helps.
-Valter