Click "FILE" located at the top right of outlook,

Then in the Info menu, click on "Account Settings" then click "Account Settings..."

This will open the account settings menu, from here you will need to click on the "Data Files" Tab

From here, you can click on "Add..."

Then choose the PST you want to add to outlook, and pres "OK" and close the Account Settings menu

The PST will be shown in the side menu, you may need to scroll down to find it.