If you signed up for a free outlook.com account open system preferences and select the Mail, Contacts & Calendar tab. In the right side of the dialog box you'll see badges for iCloud, Exchange etc, scroll down to the bottom of that list and select Add Another Account and then select email. Fill in the blanks for your name, outlook address and password. A bit of time will pass and you'll switch to the email program and get a fail message. Look for the blank for email address - it will have just your account name but not @outlook.com - add that to your account name and it should now access your account.
If you got your account through purchasing Office365 you'll need to log on to the account using your browser and select help. There you should find instructions for configuring Mail. The servers are different but I don't know what they are and I think they vary depending on whether you have the Professional or Edu version of Office365.