For Outlook 2013. Other versions can do the same thing but slightly
different locations.
Either
File > Account Settings > Data Files tab > Add; then add the pst to your
account. This will show up as a separate folder (this is the way I like to
do it)
Or incorporate the file into your mailbox folder with the import function
File > Open & Export> Import/Export > Import from another program or file;
next> Outlook pst.
I just looked at my 2016 version and it appears it is the same locations.