There isn't any way to do it natively in Outlook as far as I know, it is one at a time. There are third party tools that can do it like AddPST and whatnot, but I've never used any of them, so I don't know which are junk and which are golden. I would be very cautious about what software I gave access to Outlook though - very, very cautious. If you decide to do it anyway, make sure to check lots of reviews for any software that you are considering.
Answer
There isn't any way to do it natively in Outlook as far as I know, it is one at a time. There are third party tools that can do it like AddPST and whatnot, but I've never used any of them, so I don't know which are junk and which are golden. I would be very cautious about what software I gave access to Outlook though - very, very cautious. If you decide to do it anyway, make sure to check lots of reviews for any software that you are considering.