This shows the storage location:
Where Does Windows Live Mail Store My Mail? | PCWorld.
I would unhide Hidden files at Control Panel>Folder Options>View and browse to that location to see if EasyTransfer copied them in and they are not being loaded for some other reason related to the new Mail program's setup.
In the future I would not use EasyTransfer because of problems we see here with it causing data loss. It's much easier to drag your active User folders to external for backup, but you'd normally not want the hidden AppData settings as they are a corruption path into a clean install.
If you have an onboard mail app that isn't stored in the cloud like webmail then it's critical to back it up first. It's file location can easily be found via Google, for any backup that it won't let you export from the mail program itself.