Note that this is an Microsoft Office Outlook forum.

Outlook Express is family of Internet Explorer and Outlook of the Office
family.

Here is the link for the right forum
http://www.microsoft.com/communities/newsgroups/en-us/default.aspx?dg=microsoft.
public.outlookexpress.general

Good Luck!

Outlook Express doesn't have an archive feature.  Outlook Express does go
thru a maintenance routine every so often where it compacts (defrags) its
DBX files.  Right before it does this, it will create/move copies of the DBX
files to the recycle bin.  This way if something goes funky, a copy can be
restored from the recycle bin.

Now if you really meant to ask about Microsoft Outlook since it does have an
archive feature, you can get the drive/path where it stores the .PST file by
select Tools > Options > Other tab > Auto Archive.  Also keep in mind that
every folder in Outlook can specify a different archive location.  For
example, right click on the Calendar folder, select properties, and go to
the Archive tab.

An archive .PST file can be opened by select File > Open > Outlook Data File
in Microsoft Outlook.  To close the archive file when you are done, right
click on "Personal Folders" in the folder list and select Close/Disconnect.