It wasnt the operating system that used .dbxs it was the E-Mail client. Specifically Outlook Express. Which was obviously replaced with Windows Mail after XP.
So use outlook express to import the dbx file and then export it to outlook if you can to create a PST. Use another PC if you have to.
There are other programs about that read dbxs, this was one program I came across.
http://www.mailnavigator.com/read_outlook_express_dbx_files.htmlI cant remember how I did but it was a real pain getting an Outlook Express personal folder to Windows Mail, it would only import directly from full blown outlook.