EML and MBOX are different mailbox formats, so conversion is needed when emails are stored individually. EML files have to be brought together into an MBOX based mail archive. The process is fairly simple if the files are already saved on a Windows computer.
A practical option is to use GainTools EML to MBOX Converter. It allows EML messages to be added separately or from a folder, provides a preview before export and creates the MBOX file at a location selected on the computer. It also supports EML files originating from Thunderbird, Apple Mail, Windows Live Mail and other email clients.
After the export, open the MBOX in the intended mail application and check a few messages. That quick check is worthwhile before putting the original EML collection aside.