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The manual method is not straightforward; it is a two-step process.

Step 1: Create a New Outlook PST File
Open Outlook,
Click on Home tab, click New Items, click More Items > Outlook Data File.
Click on Home tab
Browse for the path to save the file, give it a name, and click Ok.
A new Outlook PST file is now created.

Step 2: Import Outlook Data to New PST file
In this step, the data from existing PST data files will be transferred to the new file created in Step 1.

Open Outlook, and click on the File tab.
Click on Open & Export > Import/Export.
Click on Open & Export 
Select Import from another program or file; click Next.
Select Import
Select Outlook Data file (.pst) and click Next.
Select Outlook Data file 
Browse the PST data file to import and click Next.
Browse the PST data
Note: Select between the options given in this step as per the need (shown in the screenshot above).

Select the folder(s) you wish to import to the new PST data file.
Note: Do not forget to add a checkmark on sub-folder(s) in case of partial selection of folder(s).
Click Finish.
Importing from old Outlook PST data file is successful, but Step 2 has to be repeated to complete the migration from multiple PST data files. Above, the data is imported from a single file only, though the iterative count of Step 2 would depend on the number of PST data files you have from which you wish to import data into a single Outlook PST file. This makes this process of merging multiple PST files a hectic and long procedure that can get fail due to human errors. An ample amount of time is needed to complete this merging successfully.

If you have multiple Outlook PST files, you can merge them to create a single PST file while eliminating duplicate mail items. Use this Direct Utility PST Merger Tool. In tool Two Options to manage Outlook data files: Join & Merge. Users easily combine ANSI and Unicode PST files using this application. In all of its editions, Microsoft Outlook advised. This solution is available for full Windows installations.
 

Are you looking that how to combine multiple PST files? If Yes, then here is the professional tool Merge PST Tool helps you combine numerous Outlook PST files into one without any data loss. Advanced features and an interactive user interface are included in the application for a better user experience. It supports both ANSI and UNICODE versions of Outlook PST data files and merges multiple PST files into one PST file. Free Demo Versions you can download and try now.