When you run Outlook for the first time, the necessary data files are created automatically.
Sometimes additional data files are needed. For example, older messages and items that you don’t use regularly can be archived to an Outlook Data File (.pst). Or, if your online mailbox is near your storage quota, you could move some items at an Outlook Data File (.pst).
In the New group, click New Items, point to More Items, and then click Outlook Data File.
In the Create or Open Outlook Data File dialog box, in the File name box, type the name as you want it to appear in the Outlook folder pane, and then click OK.
By default, data files are not password-protected. To add a password to your data file, under Password, type that password that you want to use in the Password and Verify Password text boxes.
If you set a password, you must enter it every time that the data file is opened — for example, when Outlook starts or when you open the data file in Outlook.
Important: Microsoft, your Internet service provider (ISP), or your email administrator don’t have access to your password, nor can they assist you with recovering the contents of the Outlook Data File (.pst) if you forget the password.
If you access your email account from multiple computers or devices, it’s important to know that when messages are moved to an Outlook Data File (.pst) they are available only on the computer where the file is saved.
About Outlook Data Files (.pst and .ost)
Outlook Data Files (.pst) are saved on your computer in the Documents\Outlook Files folder.
An Outlook Data File (.pst) is used for POP3 email accounts. Additionally, when you want to create archives or backup files from any of your accounts in Outlook, Outlook Data Files (.pst) are used.
Some accounts use an offline Outlook Data File (.ost). This is a synchronized copy of the messages saved on a server and that can be accessed from multiple devices and applications such as Outlook. These accounts include IMAP, Microsoft Exchange Server, and Outlook.com accounts.
Offline Outlook Data Files are saved in the drive:\Users\user\AppData\Local\Microsoft\Outlook folder. It isn’t necessary to back up an offline Outlook Data File (.ost) as it is a copy of the information on the server. If you set up the account again or on another computer or device, a synchronized copy of your messages are downloaded from the server.