There are commercial tools like this.
Another option could be to use the free VirtualBox and run a virtualized Windows to open them inside this. You can get a free VM image here (time limited version). Then inside this virtual Windows you can use the tool DbxConv to convert the dbx file to mbox, which can finally be imported in Mail.
UK's Kalender is awesome. I've used it for most of a decade. It's a Windows app rather than a Web app, is small and fast, supports portable installations, can import custom holiday files such as Jewish holidays, has color coding, several automatic response types when a reminder occurs (like running a program, showing a notification, etc.)
Technology has created lots of opportunities for decluttering. No need to buy a calendar - I use an online calendar. No need for an alarm clock, a phone or computer can do that for you. No need for a stereo system, you can get wireless headphones and listen to streaming music. etc.