How do I Export Apple mail database to Outlook 2016 for Mac?
Apple Mail archives its database in .mbox format and outlook for mac can only import either .pst or .olm format files. It definitely cannot import emails exported from apple mail. If you have an Imap enabled account then you can directly sign in to the outlook mac, it might take a while depending on your email database size, your files will start uploading.

You can take alternatives as well, where some application are available that can convert the file format. Here is one I found online: http://mailexporterpro.com/

I hope this suits your needs.