You can easily export your emails from Outlook to a PST file.
You can export one or more folders to a PST file

Using a PST file, you can make a backup/export of your Outlook mail. All your mails will be saved in one (PST) file. It is the first step in the archiving process to prepare all your mails for long term archiving (PDF/A).

Step 1: Make a PST file of your Outlook folder(s).

Choose one of the export instructions below:

Step 2: Convert your PST files at PDFen.com to prepare them for long term storage (PDF/A). 

Convert your Outlook PST file to PDF/A

Learn more: Convert Outlook pst files to PDF, with attachments and folderstructure.