Batch copy all Outlook 365 .pst files

I have Office 365. (Is my Outlook 365 or 2013 or ?)?

Anyway, I have figured out how to export .pst files for backup/safety purposes. Is there a way to download all the information from each email account into 1 big file. I think Office 2003 allowed for this. 2007 I don't think did. I am wondering if there is a way to do it in my current version of Outlook?

Outlook gets my Comcast email, my Gmail emails, and some from my own domain. I just want to get the information from all of them at once and be done.

Thanks for considering my question.