Yes, you can directly convert the Windows Live Mail to Outlook PST without using Outlook. I would like to suggest the Third-party software eSoftTools Windows Live Mail Converter. This software securely converts WLM to Outlook PST and multiple file formats such as pst, etc. The application permits the user to instantly import Windows Live Mail to Outlook PST, MSG, EMLX, MBOX, MHTML and, HTML, etc. It can operate with all versions of MS Outlook and Windows editions up to 10.
Read more:- Convert the Windows Live Mail to Outlook PST
Launch the Windows Live Mail email client and click on File > Export email > Email messages.
Choose the Microsoft Exchange option and hit Next.
Next, you will see the following Export message, hit OK to proceed.
Choose Outlook from the Profile Name drop-down menu and hit OK.
Hope This Works,