You can drag & drop messages between different instances of SMM as you see fit. They don't have to be connected to the same Sonic environment. When you drag a message to another instance of SMM, the message is copied, not moved.
You can also drag messages from SMM to any other application that accepts text drags (most editors do). When you drag a multi part message, all parts of the message will be copied into the application with blank lines in between the parts. You may also drag a single message part to another application or another instance of SMM (in which case the part will be considered a message by itself).
You can drag any file onto the "Type my own message" field and the contents will be loaded into that field. This works best for text- or xml files, but SMM will attempt to insert any content you drop there, be careful not to drop a multi-megabyte binary file, the results will not be pretty.