Hi,
Based on my research, you'll need to export the users' emails to PST files, and then you can import the PST files for a number of users using Microsoft Exchange PST Capture Tool:
https://technet.microsoft.com/en-us/library/hh781035(v=exchg.141).aspx
Since this question is more related to Office 365, if you need further assistance on this issue, I'd recommend you post a new question in the Office 365 Community forum:
http://community.office365.com/en-us/f/default.aspx
The reason why we recommend posting appropriately is you will get the most qualified pool of respondents, and other partners who read the forums regularly can either share their knowledge or learn from your interaction with us. Thank you for your understanding.
Steve Fan
Forum Support