TBH, ever since I got my GMail account back in the early 2000's (when you still required an invite) I have passed all my email through GMail. It sorts out most spam and it keeps an ongoing backup of my mail. In today's world where we have multiple devices like pc's, phone and tablets, having cloud based email, contacts and calendar is so much easier.
Having not used Windows mail since it was Outlook Express, you may need to look on Google for a way to copy items across to GMail. There after have GMail collect mail from all your addresses and you mail client collect from GMail. Now you have a constant backup accessible from any device.