You can go to Control Panel, make sure you can see all settings, find the Mail (Microsoft Outlook) and click on it.
In the Mail Setup box, click on Data Files button. On the Data Files window, click on the Add button, and browse to the location you saved the PST file to, click on the PST file, then click the OK button. Close out of the Mail Setup window and Control Panel.
The new PST file should appear on the left hand side under your own folders.