Shared Mailbox Setup
If you open the Outlook web app from office.com, you'll right click on Folders
Select Add Shared Mailbox and input the email address of the shared mailbox.
A new folder will be added under your Inbox.
ALTERNATIVE OPTION
Click on your Profile Picture in the top right hand corner and select Open Another mailbox 
Enter the email address of the Shared Mailbox and it’ll open it in a new tab in your browser.
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