I'm not sure this will work but here's an idea. Open Outlook Express and import your CSV file into the Address Book. Then, open Outlook Contacts and try import the OE Address list into Outlook's Contacts. Then, use Contacts as a source of addresses for Outlook email.
As far as downloading messages from your webmail service, I believe you'll have to move everything into your online Inbox in order to get it downloaded to Outlook. Of course, a systematic approach might help keep your messages organized. In other words, you could move one folder at a time into your Inbox, download it, move the messages into other folders in Outlook, then repeat the procedure for another online folder, etc.