With the desktop version of Outlook, you can use PST files with your email stored in Office 365.
If you use the web version of Outlook or the mobile version on a tablet or a smartphone, the PST files won’t be visible, accessible or searchable. To address this, you can import PST files into Office 365 by following https://www.cloudficient.com/blog/how-to-import-a-pst-into-office-365
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hth
Marcin