Thunderbird Mail Client saves mailbox data in a separate Mbox file for each folder such as inbox, draft, sent etc. If you already setup an account with Thinderbird your mails automatically saves in a mbox files. You just need to "save as" the desired files to inside some folder by right click on the selected mails. Import the folder as pst file format from Outlook application after quiting from Thunderbird application.
After that you can find the import files in PST file format.