You can either use an IMAP or Exchange e-mail account: All e-mails in
these accounts will show up automatically on the Windows side (and with
Exchange, in addition to e-mails, you'll get contact and events as
well).
Other than that, you'll need to export to an .olm archive and use a
third party tool to convert the .olm to a .pst the Windows version of
Outlook can use.
Here is one:- Olm to Pst Conversion