You would need a third party solution to create a .pst file. You can export as .mbox file. This is a cross platform file format and you should be able to import into Outlook on Windows.
There are several tools that can do this. One is Entourge to Windows Outlook
The easiest option is to use an IMAP account for the transfer. Move the messages from your "On My Computer" folders to an IMAP account then add the IMAP account to Outlook on Windows and the messages will download.
You should try to search your answer in Google. There are several utilities available here, you can choose any of them. I would also like to advice you such a perfect tool, which is well known as Kernel for MBOX to PST Converter. You can get other information about this proficient application from here http://www.mboxtopst.freedatarecoverysoftware.org/
If your MBOX file is corrupt or damaged and you don’t know how to convert this MBOX file into Outlook PST then no need to worry about this entire situation. I’ll tell you a simple solution that can easily convert MBOX files into Outlook PST. You can use this MBOX to Outlook Converter software and convert your MBOX files into PST format. This software also supports these email clients (Pocomail, Thunderbird, Entourage, Mulberry, Spicebird, Apple Mail, Eudora, SeaMonkey, Netscape, Opera Mail, Mozilla mail, Claws Mail, Evolution and Sylpheed etc.). For more information click on: http://www.mboxtopstconverter.pcrecoverytools.com
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Email migration using IMAP is always free. It does not work all the time. If you have large email database and need to transfer your contacts, calendars etc, then you can take help of third party email converter tool.
You can Mail Passport Pro can helps you to transfer emails from Apple Mail database, Thunderbird/Postbox Mail Database (SBD directory), Entourage Archive (RGE file) , MBOX to PST, EML to PST for Windows Outlook. An all in one email converter.
What kind of email account? IMAP or POP?
Any IMAP email accounts should be easy as you will just need to add the email account to Apple Mail as any messages and folders should be on the email server.
For POP, then you will need to do some sort of export/import. You could try "drag and drop" from Outlook to Mail. I believe this will work, but I don't fully recall.
Bulk mail transfer can be done best with the help of applications.
Here is one I am aware of:- Entourage to Outlook
I hope this helps you