If you want to export Windows Live Mails files into Outlook then, I would like to suggest Shoviv EML converter tool that quickly performs Windows Live Mail to Outlook PST conversion in few clicks and also support multiple EML files conversion.

Steps for converting EML to Outlook PST:-

1. Download and install Shoviv EML to PST converter
2. Launch the tool
3. Browse or add EML folders and files
4. Choose export type or target file location where converted PST will save
5. After that click on the export button

It takes some time depended on your EML file size, Once the conversion process has done the tool generates a report of the conversion process.
For more info visit here: EML to PST converter