"How do I create a filter that moves messages from one person automatically into a label without leaving a copy of the message in the inbox?"
SHORT ANSWER: This is easy. When you create the filter, make sure to check "Skip the Inbox (Archive it)."
FILTER YOUR EMAIL: For complete instructions on filtering, check out this link (https://support.google.com/mail/answer/6579?hl=en). Basically, once you have created the filter based on your search, you can then choose what you'd like the filter to do (e.g. star it, apply the label you want, etc.). It is at this step where you want to select "Skip the Inbox (Archive it)" in order to remove a copy from your inbox. As long as you also direct it to Apply the label of your choice, the message will leave your inbox and can be found in both the label you chose and the All Mail label. See screenshot below for an example.