Sync iCloud folders to Outlook?

I currently have my iCloud account synced with my iPhone, and Mail on my MacBook Pro. I wanted to sync iCloud with Outlook on my Windows PC so I wouldn't have to use the online client to access my mail and information (a slight hassle). However when I add my iCloud account to Outlook, my custom folders do not show up.

This is what the online client of my iCloud mail looks like,

As you can see, on the left bar, I have several custom folders to sort my mail into. These folders appear when I sync my iCloud mail to the Mail application on my Mac, however when I add my iCloud account to Outlook 2010, the folders do not show up, which is a deal breaker for me because besides using the archive function, the folders are largely what I use to sort and find my mail.

My line of work requires that I use my Windows PC much more than my MacBook, and so I'd like to have a more solid integration of my iCloud mail with Outlook so that I don't have to use the online client to access my personal e-mail.

Any suggestions or solutions for this problem?