There are multiple software are presents in the marketplace, where you can download and try it., I used Softaken EML to outlook PST folder transfer software and found accurate result, You go to the browser and type here how to migrate the OST file format to outlook PST file format.
Download and install any free or purchased software which convert eml files into pst.
Then click on add file and select the file which you want to convert.
Then select the destination path in which you want to save your file.
Then select the pst file format in the box.
Then click on run and your file will be converted.
I suggest you to use any third party software which can be easily available on market but if you want any recommendation then I would like to recommend you this professional EML to PST Converter Software that can easily convert EML files into PST file format. This software is most efficient and reliable software that enables the users to export their mailbox data items from EML file format to Outlook PST. It is an effective tool for the users seeking to migrate from EML email client such as Windows Live Mail, Outlook Express, Mozilla Thunderbird etc. to MS Outlook and other email applications such as PDF, MBOX, MSG, HTML, Zimbra and etc.