Outlook® stores all of an email address' emails, calendar information, contacts, tasks, and notes in a PST file. You can export the PST file from your current address, and then import it into your new address after it's been set up.
To Import Your Information into Outlook
Outlook 2007 — From the File menu, select Import and Export.
Outlook 2010 — Go to the File tab, click Open, and then click Import.
Select Import from another program or file, and then click Next.
Select Personal Folder File (.pst) or Outlook Data File (.pst), and then click Next.
Locate your backed up messages on your local hard drive, and then click Next.
On the Import Personal Folders page, select your email account.
Select Include subfolders, and then select Import items into the same folder in.
Select your Exchange Mailbox from the list, and then click Finish.