Having account in Zoho CRM and managing mails from Zoho Mail but now decided to use Microsoft Outlook, then for sure you to export Zoho Mail emails data to Outlook and if you use synchronizing Zoho Mail to Outlook option then because of firewall and synchronizing protocols you will not able to access Zoho Mail emails to MS Outlook, so here I am recommending to convert Zoho Mail to PST format with this Zoho Mail to Outlook Converter software I have used this software for them purpose.

Read - http://www.birdiesoftware.com/zoho-mail/outlook-converter.html