Update: Sept 2021
As of Sept 2021, you are now able to add shared mailboxes to Outlook for Mac, it just takes some extra steps:
To add the shared Outlook mailbox on Mac:
- In the Tools menu, choose Accounts, and select the account that has access to the mailbox.
- Select Delegation and Sharing
- Choose Shared With Me tab
- Choose + to add a shared or delegated mailbox
Check this article for details Open a shared Mail, Calendar or People folder in Outlook for Mac (microsoft.com)
Prior to September 2021, this was not possible. I figured this out because in March 2021 I created a shared mailbox in an Exchange Online (office 365) admin center (no on-premise) and while Outlook users using Windows were able to get the shared mailbox to show up, one Mac user was not able to get the mailbox to show up.
The Mac user was using the version of Outlook bundled with Microsoft Office 365.
This is because at the time, shared mailboxes were not supported:
So if you are still struggling, make sure the Mac user has their Outlook version up to date.