Both email client is supported by different OS Machine so manual or direct conversion of it is not probable third party tool is only the solution which can make it very simple and perfect.
The PCVARE MBOX to PST Converter is helpful for doing this task. I recently used it in my office for Apple Mail to Outlook. Export all Apple Mail or Mac Mail emails by export messages option then move all emails in Window OS and use the Tool to convert MBOX to PST Converter that is reliable solution and you can also try it for getting trust about its conversion.