In place upgrades of Outlook are not recommended, but in place upgrades
never touch your data. Your data file is still where it always was. Just
open it in Outlook. Always backup your data before you attempt an in place
upgrade. Also, in place upgrades will not work well until and unless you
create a new Outlook profile.
The file you need is your Personal Folders file (*.pst) It's where all the
mail, calendar, contacts etc are stored.

Take a look at these pages for info on Outlook data backup or transfer:
http://www.slipstick.com/config/backup.htm
http://www.howto-outlook.com/Howto/backupandrestore.htm
http://office.microsoft.com/en-us/assistance/HA010771141033.aspx