A .dbx file is a Microsoft Outlook Express e-mail folder file. These files contain e-mail messages for a certain inbox. A .pst file stores similar data and is used by Microsoft Outlook (a separate software program). A .dbx file can be converted to .pst format using the appropriate software application.
Download, install, and run DBX Converter (free trial, see Resources section).
Browse to and open the .dbx file you wish to convert, then click the "Add" button to import it to the program.
Select your desired output file destination, select the "Save as PST" option, then click "Convert" to convert the .dbx file to .pst.