Hi,
Which version of Outlook are you using? You must be using the 32-bit version of Outlook to make the process to work.
Please look for a folder which is named after the account name that you have configured in Windows Live Mail. If any, expand the folder to see if you can see your emails.
If above doesn't apply, please right-click on the empty folder, select Properties >
Synchronization tab, and then check under "Statistics for this folder" heading to see if the folder contains some
items. If so, it means there is some filter or view settings applied to the folder. We can try to restart Outlook with /cleanviews switch to fix the issue. To do this, press Windows key + R to open the Run command, type outlook /cleanviews and press Enter.
Please let me know the result.
Regards,
Steve Fan
TechNet Community Support