Can you just forward them to the shared mailbox from the mail server?
What product is this "SMTP mail server?" Does it have export capabilities to a pst that Outlook could consume?
Otherwise, you'd have to export the messages into some format that would allow you to import them into Outlook
Your options with Outlook are limited:
Another option would be to look at 3rd party software, but I don't have any that I can recommend. You can probably find some searching.