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If you are using IMAP server, the mails will be automatically derived to your outlook Windows, the sooner they are configured. However, if you are using POP server or archived mails locally, then you will need a paid tool to export the OLM files to PST. The converted PST files will be comfortably supported on Outlook of the PC.
I have used a few tools in the past, among which I liked the performance of OLM to PST Converter Pro by Gladwev. It comes with an excellent conversion speed and accuracy. Try this out for free before paying.