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Hi jeet, Want to add PST files in Outlook then try Systools ADD PST Software. it is one of best tool as compare to other product. During the putting email files in Outlook it take care about the originality of the PST files and does not alter data. It import safely and keep sustain emails files intact with PST headers, and body parts. So without any circumstance you can move entire Outlook factors and multiple PST files, folder instantly.
There isn't any way to do it natively in Outlook as far as I know, it is one at a time. There are third party tools that can do it like AddPST and whatnot, but I've never used any of them, so I don't know which are junk and which are golden. I would be very cautious about what software I gave access to Outlook though - very, very cautious. If you decide to do it anyway, make sure to check lots of reviews for any software that you are considering.