To add a shared mailbox, you need to make sure you have been given permission to it, as well as to any of its folders/subfolders.
The shared mailbox displays under your primary mailbox. You can expand or collapse the shared mailbox folders as you can with your primary mailbox. You also can remove the shared mailbox from your Folder list. To remove it, right-click the shared mailbox, and then click Remove shared folder.
If you need to be provided "Delegate Access", refer to "Assign delegate access using the Outlook desktop app for Windows"