Users can convert MBOX file into PST format through two methodologies such as:
1. Manual Method
2. Using Assistance of Third Party Software
In the manual method, you can take an idea from helpful resources to know the about the technical procedure.
To know how you can start this migration, go to : http://www.stellarinfo.com/blog/free-method-convert-mbox-to-outlook-pst/
If you are not confident with the manual method, then third party software is an alternative option for you. As I have experience, you can try Stellar MBOX to PST converter. To get its free demo, reach at: