Using New Outlook on Windows for professional communication and productivity
There is no file import on Outlook New, you must use Classic Desktop. In this case, you would attach the .PST file(s) to Classic Outlook, us it to create online folder(s) to hold the .PST data, then use it to import this data into the online folders. Since Outlook New is NOT now and will NOT be a replacement for Classic Desktop until at least 2029, some 5 years hence, AND considering you have a current Office 365 subscription, there is no urgent need to do this import. At some point, Outlook New is slated to support .PST files, but there is no firm timetable for this.