Backing emails through OWA

hi guys here’s the situation. We have one user in our Organization thats asking how he can save his emails thru OWA. From my knowledge and thru searching, the only way you can save is by creating a PST file and the only way to do this by using an email client such as MS Outlook. I understand that there are 3rd party software such as PSTWay that lets you do this but I’m trying to avoid it, due to financial reasons. Is there a way he can access his PST folder thru OWA ??? Thanks all.