Importing from Outlook

I have just added eM Client to my PC after Microsoft decided to stop supporting Windows Live Mail. When I attempt to import emails from Microsoft Outlook the “Import whole accounts” option is grayed out. The only available option is “Import selected PST data file”. What file(s) am I looking for and where do I find that file if that is truly the only option. 

I think I found a (I hope temporary?) workaround. I set up my Outlook to forward emails to another account that I was able to import to eM Client.