Didn’t Time Machine… then naively upgraded to El Capitan and now can’t find/restore my hard drive emails to “on my computer” section

I installed El Capitan yesterday and the title says it all. All my Outlook "on my computer" emails were gone. So I looked online to try and work out how to find the file... But all advice says look for a .pst file. But there is no .pst file that I can find. All I can find is a database file located at Documents / Microsoft User Data / Office 2011 Identities / Main Identity...

So if I try and import that database file...

I open Outlook.

Select File / Import

Select Outlook Data File

Select Outlook for Windows Data File

I go to Microsoft User Data / Office 2011 Identities / Main Identity

But all I see is the Microsoft Outlook Database, which the wizard will not let me select.

Help! And sorry for being clueless. Used to be a PC guy.

Cheers

Henry