If you are looking for software to Export windows live mail to PST file, I would like to suggest you use professional software like Windows Live Mail Converter for safe migration. It convert windows live mail to PST, MSG, MBOX, HTML, CSV, PDF formats. It allows users to convert mailbox items from Windows Live Mail to Gmail, Thunderbird, Office 365, IMAP, Hotmail, accounts. You can do the bulk conversion at one time using this tool.
If you want to export Windoows Live Mail to Outlook along with attachments, then go with CubexSoft WLM to PST Converter tool that can directly bulk emails export WLM to Outlook 2016 within single time processing.