For contacts, export them from Outlook in .CSV format, then import that
file into Windows Mail contacts.
The agenda is called Windows Calendar, and it's not integrated into Windows Mail.
About the only import format that works for it is .ICS. Outlook doesn't export to the
..ICS (iCal) format, so you will have to use a converter such as http://manas.tungare.name/projects/yahoo2ical/