I don't believe you can import PSTs into Apple Mail.  You'll have to export them in some other way or find a tool that understands both formats.
One way to accomplish the transition, however, is to connect Outlook on the PC to, say, Gmail or Outlook.com via IMAP and push the folders and messages to the mailbox on the server.  Then you can access that same mailbox with IMAP from the Apple.  That's what I'd do, at any rate.
Another way to make the transition is via Thunderbird.  See 
http://www.trickyways.com/2010/08/how-to-transfer-emails-from-outlook-to-apple-mail/
or I found a tool on apple's website that can be useful, have a look: 
Link Removed
Thank you