You can use an Import feature of email client. OTOH, if the real question is
"how to receive POP3 messages simultaneously", you can configure Advanced
settings of any account and leave a copy of messages on the server for some
reasonable time. Shared .pst file is not so usable and your own email server
only can provide a flexibility as such. It should not be Exchange server -
there is a lot of more compact and cheaper solutions let alone Sendmail.
