I have successfully exported my Windows Mail messages from my old Vista PC.  I copied those messages from my desktop to a thumbnail drive.  I attached the thumbnail drive to my new Windows 10 PC with Windows Live Mail.

When I attempt to import those messages into Windows Live Mail the import function tells me it cannot find any messages.  I have properly selected the folder containing the messages when I performed the Import.

I can click on the any of the messages on the thumbnail drive and Windows Live Mail will display the message so there is no problem with the messages I exported and transferred to my new PC via the thumbnail drive.

Any suggestions?