Hi Don,
Welcome to the forums.
Like Outlook Express, Windows Mail does not hold your addresses. They are kept in your 'Contacts Folder'. To transfer, you should be able to export your contacts as a CSV file (comma seperated values) and then go to the Contacts folder and import them. You can access the Contacts Folder from WM via Tools/Wndows contacts or Ctrl+Shift+C.
Hope this helps.
Gary