If you mean transfer from "Windows Mail" to Outlook, the easiest way is to
rename the ".pst" file (or you can just delete it if there's no usable data
in it). You will need to locate it - type "*.pst" in the search bar (no
quotes, asterisk-dot-pst) then click on "search everywhere" and it will open
a new window and the file should be there. Make sure Outlook is closed,
then rename the file (for instance, if it was "outlook.pst" rename it
"outlook.ps1"). Now go back to WM and perform the export again. It should
create a new .pst file in the process. There is no control over the process
so if it doesn't work this time, something else is wrong. You might need to
see which folders DO come over and move your messages into those folders in
WM (create a new subfolder for the moved messages under a "good" folder),
then again rename or delete the .pst file and start again. There are other
things I don't have time to discuss now, and would need to see your machine
to diagnose, so if none of this works your best bet is to find a
computer-savvy person near you to help out. Good luck.
Pete