You can use third party application like KDETools Zimbra to Exchange Server Converter tool.
Several features are:
• This application also import Zimbra files to Exchange Server and additional file formats such as PST, MBOX, MSG, EML, EMLX, PDF, HTML, etc.
• It extracts all the necessary mail data like To, Bcc, Cc, Sent, From, Received, Attachments, etc.
• This application easily import Zimbra file to Exchange Server without losing data.
Read More: https://www.kdetools.com/zimbra/exchange/