Add a Shared Mailbox as an Additional Outlook Desktop Account

From Outlook, click File, then Add Account (just above the Account Information drop-down).

Under E-mail Address type in the address of the shared mailbox and click Connect.

When prompted, type in your friendly email address (if it is not already populated for you) and your password and click OK.

Click Finish then close the Outlook application to complete the account set-up.

The folder will now appear as a mailbox in your folder list within Outlook.