Hi,
If you just want to set up Outlook to access and retrieve emails from the office 365 server, please see:
Set Up E-Mail in Outlook 2010 or Outlook 2013
http://help.outlook.com/en-us/140/dd253202.aspx
You can automatically set up Outlook 2010 to access your account with an Exchange account using only your e-mail address and password.
If you are a Microsoft Office 365 user, you need to set up your desktop before you can set up Outlook.
In addition, what email system are you using currently? The method you choose to import email to Office 365 mostly depends on what your current email system is and how many mailboxes you have to copy. Please have a look at the following article
which provided a guide to achieve the goal:
https://support.office.com/en-ca/article/Migrate-email-and-contacts-to-Office-365-for-business-a3e3bddb-582e-4133-8670-e61b9f58627e
Hope this helps.
Regards,
Steve Fan
Forum Support