Overview
How to add a shared mailbox to your Outlook.
Guide
- Go to File and then Account Settings, and Account Settings again

- Click Change

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On the Change Account screen, select More Settings 
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Go to the Advanced tab.
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Select Add and search for the desired mailbox. (Outlook will probably stop responding for a minute or two. This is normal.)
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Select Apply (Outlook will probably stop responding for a minute or two. This is normal.)
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Select OK