Also see: Accessing a Shared/Delegated Mailbox from Outlook Web Access or Accessing a Shared/Delegated Mailbox from Outlook Mobile (iOS or Android)
After you have been added as a member of a shared mailbox, close and then restart Outlook. The shared mailbox may automatically display in your Folder pane in Outlook.
Here's a Microsoft article on how to use shared mailboxes/calendars - note that the instructions are different for "New Outlook" and "Classic Outlook": Open and use a shared mailbox in Outlook - Microsoft Support