There isn’t a clean built in way, but the easiest route is to use a tool like Mozilla Thunderbird with the ImportExportTools NG addon to export mail to EML, then import those into Outlook and export as PST. If you want to skip the hassle, a dedicated converter tool like Thunderbird to Outlook converters can directly create a PST while keeping folders intact. Just make sure to back up your Thunderbird profile first so you don’t risk any data loss.