Outlook Mac mails are not supported in the Windows version. You will need a tool to get these emails converted to the right format. There are few OLM to PST converter tools like Gladwev's OLM to PST Converter Ultimate. This application converts emails directly from the Outlook mail identity, thus assures a better conversion speed and accuracy.

There is no free solution for this task. Neither the Mac version of Outlook nor the Windows version comes with an add-on facility for this task. There isn’t any freeware application as well that can help you at this. However, there are plenty of paid tools to convert OLM files to PST mail format. 

OLM to PST Converter Ultimate by Gladwev was much impressed with the conversion speed and accuracy. The tool converted my emails directly from the Outlook database. The tool offers free conversion of up to 10mails per folder.