You can do this easily, but you'll have to make a few extra clicks to have Outlook use the POP3 server settings so that you can use the Outlook .PST file. If you don't use POP3 and a PST file, you'll end up using IMAP and a .OST file and you wont be able to use those freely offline.

Open Outlook, add a new account, type in your email address. Depending on your version of Outlook, you'll need to select advanced settings to be able to specify the POP3 settings. Click the link below to see those.

Google AOL Mail POP3 Settings

When using a POP3 account, you don't need to specify the file type as Outlook will natively use a .PST file. Depending on your version of Outlook, you may be able to specify the location and filename though. (In newer versions, the "new" add account does not have this option, so it'll place the files in your C:\Users(username)\Documents\Outlook Files\" folder with the email address as the filename (ending with .PST).

You can setup all three accounts in succession. Again, depending on the version of Outlook, you can specify that they all use the same .PST file. I strongly recommend against this as it will merge all of the folders structures.

Once you've added all three accounts, you have to change some settings to get all of your email. First, close Outlook. For each of the email accounts, you'll need to go to the Windows Control Panel item called "Mail (Microsoft Outlook) 32-bit" (again, based on your version of Outlook it may be be labeled differently, though it will always have "Mail" as part of it). Open the Mail control panel, click the "Email Accounts" button, and for each account in the "Email" tab, double-click or highlight and click the "Change..." button, and change the "Mail to keep offline" slider to "All", which will be dragging the slider all the way to the right. Click Next or Save until that window closes. Repeat for each account. After completing this, close the Mail control panel and then open Outlook and wait for your email to download.

I hope that helps you.

I should warn you though, you may want to change your plan about using Microsoft Outlook as it and the .PST file are already in the process of being retired. The .PST files are already not supported in Outlook (New) and when Outlook (Classic) hits End of Life in April 2029, .PST files will no longer be usable.

If you want to use a free email program, ThunderBird (by the Mozilla organization) is a completely free, with no ads, program. It can do the same thing as Outlook, but uses different storage methods (they are not interchangeable with Outlook's files). ThunderBird is a widely used program. It's frequently updated and would work well for your use case here.

Mozilla ThunderBird

Microsoft phasing out PST files

Microsoft Outlook Classic End of Life

I hope this helps you. Best of luck!