It's been a while, so I'm leaving out some fine detail that I have forgotten, but this should get you in the right direction:
On your windows machine, install the latest version of Netscape. In the netscape mail, choose to import Outlook mail messages into the netscape mail.
Shutdown netscape mail, and look in netscape's storage directory for the e-mail folders. Find the files which contain the messages. They will be in "mbox" format (or someting very close). Backup all of these files to a place where you can retrieve them from Linux.
In Evolution make the mail folders equivalent to the ones on netscape that you imported from Outlook. In your ~/evolution/local, you will find directories that represent the folders you created. In these directories will be a file called "mbox" Copy the equivalent file from windows netscape over this file. Repeat for all folders.
When done, start evolution, and you should have your Outlook messages.