For the best experience I have used for vMail OLM to PST Converter application for the safe OLM to PST transferring. This tool provides you accurate and many advanced features which help you to handle the OLM files and export them into PST file within this application and you can easily find out the location where it is stored. And provides various features that will assist you in managing your OLM file.
Know more info- https://www.vsoftware.org/olm-to-pst-converter.html