Copy the .pst file to a local location, such as My Documents. (Note: You cannot open a .pst file on the file server.)
In Outlook 2016 for Windows, open your online archive and create a destination folder in the location of your choosing.
Right click on the destination in your online archive, then select New Folder.
From the File menu in the upper left corner of the Outlook screen, select Open and Export.
Select Outlook Data File (.pst), then click Next.