I would use EDiscovery and walk through the steps, apply the required keywords and run the search:
https://learn.microsoft.com/en-us/exchange/create-in-place-ediscovery-search-exchange-2013-help
You can then copy to a mailbox:
https://learn.microsoft.com/en-us/exchange/copy-ediscovery-search-results-to-a-discovery-mailbox-exchange-2013-help
and export to a pst if needed
https://learn.microsoft.com/en-us/exchange/export-search-results-exchange-2013-help
Make sure you have the correct permissions:
https://learn.microsoft.com/en-us/exchange/assign-ediscovery-permissions-exchange-2013-help