Every e-mail from a customer that created a Helpdesk ticket is stored as the .eml file. If you click on the link Original, next to the customer's name and e-mail, there will be a page from where you will be able to download the .eml file with the original message.
Note: Please keep in mind that the original EML message appears only if the ticket is created via email. Please check the article Why I do not see the original EML message? for more detail on this point.