is there any option there in exchange server&

No, you can't set Exchange 2013 mail to use a pst. You could use a rule to copy it to a pst.  Is there a reason why you don't want to use cached mode? 

Thanks for quick reply diane, i need a delivery setting of email which is directly going to .pst instead of .ost. so my question is after mail will goto pst it will be not available on OWA.

You can't change the delivery location - it needs to go into an ost. Microsoft changed it so you couldn't use a pst because it messed up meeting requests and deleted mail from the server. if you use a rule to copy it, you'll leavea copy on the server but creating copies is not really recommended.

Agree with Diane! The only possible way is use a rule to copy emails into pst.