Even though Microsoft no longer support Windows Live Essentials, it can still be downloaded and installed on Windows 10
Click either of these links to get Windows Live Essentials, which includes Live Mail
https://digiex.net/threads/windows-live-essenti...
http://web.archive.org/web/20170112124505/http:...
Once you have installed Live Essentials, you will be able to access all your daya on Live Mail
If you still want to export your data to Outlook you can do that:
Emails:
Open Outlook
Open Windows Live Mail
In the Windows Live Mail window, click the File button and select Export and then select Email messages
Select Microsoft Exchange as the format and then click Next.
You will see a message that all email will be exported to Microsoft Outlook or Microsoft Exchange, click OK to continue
You can export all email folders or select the appropriate folders that you want to export by using the Select folders option.
After you select the appropriate option, click OK and wait for the export process to be completed
When the Export Complete dialog box appears, click Finish