Unless you are using Classic Outlook for Windows, or at least have a MS 365 subscription that includes Classic Outlook for Windows, you are pretty much out of luck.
Standard New Outlook for Windows or Outlook Web do not have any bulk export capabilities.
You can drag-and-drop or use "Save As" to export a very small number of emails one-at-a-time, but it is useless for a bulk export of any size.
Some workarounds:
1 -- Get a One Month Trial Subscription to MS 365 Business Standard.
Then you can use the File -> Open and export -> Export option in New Outlook for Windows.
2 -- Look for some free off-line Outlook archiving program.
e.g. Free MailStore Home.,