You'll have to import them
With a lot of mail programs you have to import old copies of mail if you're upgrading to a different version on another computer.
Try this. Put the database files somewhere on your computer - anywhere except in Entourage's folder or in the Microsoft User Data folder.
Then start up Entourage. It'll ask you if you want to set up a new mail account. Cancel everything. Then, the "Import" command should be under the File menu, but not having Entourage around to check, I'm not sure.
Point it to your database files and it should import everything.
Hope that helps!