I presume you want to export your assets to an .pst file. If not, feel free to explain in more detail what you are trying to achieve.
If you want to export a list of assets, you can use our built-in reports and export them using the report options in the left-hand pane. Unfortunately, a .pst file is an export option. However, you might be able to convert an Excel, CSV, XML file to a .pst file.