If its outlook, it should be a file called outlook.pst. Folder tree as above except ......application data\microsoft\outlook. The local settings and app data folders are 'hidden' so you will need to select 'show hidden files and folders' - from any folder view select tools, folder options, view then the button for hidden files.
If you are trying to connect an old internal hard drive you can get a usb to ide connector -
like this
Just seen your next post - I don't have outlook express installed anymore but i seem to remember that from within tools or options you could configure the location for the mail storage?