So, first off, you have to know which "mode" you're in. What you have to do to connect to a shared mailbox differs between Legacy mode and "New" Mode.
If you go to the Outlook menu, you'll see this:

If it's checked, you're using Legacy Outlook. If not, you're using New Outlook.
To add in Legacy Outlook:
- Go to the Outlook menu
- Select Settings
- Select Accounts
- Select Advanced in the bottom right.

- In the Delegates tab, click the plus (+) below Open These Additional Mailboxes pane
- Find the mailbox(es) you want by typing them in the search box. Note: Outlook may pause for a while as it loads the mailbox.
- Once Outlook is done, click OK.
To add in New Outlook:
Go to the Outlook menu < Settings.
Click Accounts.
To the right, it'll have your Chicagobooth.edu email address, and a button that says Default. Click the arrow to the right.

Click the button next to Delegates and Sharing.

Click the Shared With Me tab, and click the plus sign t search the Global Address List for the person or group whose mailbox you have been given access to. After you're done, click OK; it will take a while for the mailbox to show up in your left pane, but it will eventually.