While looking at the summary of your message press A to attach a message in one of your spools. You'll be prompted for the mailbox. Then, tag (t) the messages you want attached and quit (q).

If you want to flush your inbox and move the messages you've read into the =read box without leaving mutt, just revisit your INBOX again by pressing c!.

You have a mailbox you need to sort. You can't have it come back through your MTA, of course. Use this script to push it through the procmail filter of your choice:

#!/bin/sh

ORGMAIL=/var/spool/mail/$LOGNAME

if cd $HOME &&
  test -s $ORGMAIL &&
  lockfile -r0 -l3600 .newmail.lock 2>/dev/null
then
  trap "rm -f .newmail.lock" 1 2 3 15
  umask 077
  lockfile -l3600 -ml
  cat $ORGMAIL >>.newmail &&
  cat /dev/null >$ORGMAIL
  lockfile -mu
  formail -s procmail <.newmail &&
  rm -f .newmail
  rm -f .newmail.lock
fi
exit 0