1. Load Outlook
2. Click on File
3. Select Account Settings→Account Settings…
4. Your email account will be listed, double click on this
5. In the next window that pops up select More Settings…
6. Click on the Advanced tab.
7. Click on the Add… button
8. Enter the username in the Add mailbox field
9. Click OK
10. Click Apply, Click OK
11. Click Next, click Finish
12. Click Close

This new mailbox will show up as a new Mail folder under your existing mailbox.

1. Load Outlook
2. Navigate to Tools > Accounts
3. Select your Exchange account on the left
4. Click Advanced
5. Click Delegates
6. Click on the plus (“+”) sign below the “Open these additional mailboxes” pane
7. Enter the username of the mailbox you are trying to add
8. Make sure the mailbox is selected and click OK
9. Click OK again to close the Accounts window

This new mailbox will show up as a new Mail folder under your existing mailbox.