To support exporting to PST from Powershell you need to install Recovery Manager for Exchange Archive Manager edition.
Have a look at this KB on How to obtain a limited Recovery Manager for Exchange license?
https://support.quest.com/kb/134434
Once installed as per the RecoveryManagerForExchange_5.8_UserGuide.pdf included with the RME download.
On your Recovery Manager for Exchange Server open the Start Menu\Programs\Dell\Recovery Manager for Exchange\Managment Shell
And enter one of the following commands.
##This command connects to Archive Manager using forms Authentication using the builtin Admin account and exports the User1 mailbox
Attach-RMEArchiveManager -ServerName archivemanager.novac.hal.lab -Port 80 -TargetDomain Default -UserName Admin -Password P@ssw0rd -Authentication Forms| Get-RMEMailbox -MailboxNameInclude "User1" | Restore-RMEMailbox -TargetPath "C:\exports\"
## This is the same command using the logged in windows credentials.
Attach-RMEArchiveManager -ServerName archivemanager.novac.hal.lab -Port 80 -Authentication Windows| Get-RMEMailbox -MailboxNameInclude "User1" | Restore-RMEMailbox -TargetPath "C:\exports\"