Is Windows email, Outlook.com and Live.net all the same email provider? I seem to find these terms being used interchangeable yet it appears that an account must be created in more than one location. I'm confused!

My PC is loaded with Microsoft Live Mail so how do I set up this email address?  How is the  Windows email related  Outlook.com?

 My current contacts are stored at Gmail. Will I be able to export the contacts from Gmail to Microsoft Live Mail?