1. Click the file tab in the top-left of Outlook


2. Click the account settings dropdown, then click account settings.




3. Click the "Change..." button in the account settings window


4. Click "More Settings..."



5. Click on the "Advanced" tab on the window that appears, then click the "Add..." button. In the "Add Mailbox" window type in the address you want to add. Hit OK, then hit Apply on Microsoft Exchange window. 

You can close out of all  other windows afterwards. Restart Outlook and the mailbox should appear in the left pane of Outlook.