Hey OutlookHelp2021,
We understand you're getting an error message that says, "Setup cannot continue because Outlook isn’t configured to have a default profile. Check your Outlook settings and try again.". We'll be happy to help.
Outlook actually has a support resource which directly assists with this error message outlined here: Setup cannot continue because Outlook isn’t configured to have a default profile
Afterward, if you haven't already, we'd also recommend going through the following support resource which helps with issues using Outlook with iCloud for Windows here: Get help using Outlook with iCloud for Windows
Since you specifically mentioned your addresses / calendar not syncing, start with the "Calendar, Contacts, and Reminders" section of the resource and be sure to complete all the steps outlined there.
We hope this information helps out!
Take care.