Sharing iCloud contacts with Microsoft Office on a PC?

I see in the iCloud app on my Windows 7 PC a checkbox to allow the synchronization (sharing? copying?) of iOS mail, contacts, calendars and tasks over to Outlook on the PC. I checked that checkbox and iCloud then added my xxxx@icloud.com email account to Outlook. I can now see those emails for that account. However, if I click the Contacts tab on the left, it doesn't seem to have brought over any of my iOS contacts.

Looking at the account profile in Outlook I see it's set up as an IMAP/SMTP account so that seems fine.

Is there an additional step I need to perform to bring over my iCloud contacts? I don't have an Exchange server if that makes any difference.