The files your looking for have an extension of .pst.
See
Where is my Outlook "PST" file located? - Ask Leo!
If you need to merge files of the same name transfer them. Rename them. Then within outlook merge the items.
There may be other ways. I don't remember if you have to import them.
I've only mucked with .pst files a few times. Once or twice to repair the database.
Yep, I agree. They appear to be hidden.