You need to connect office 365 to your email system, to do this you need to follow this few instruction:
- Go to the Exchange admin center.
- Now in exchange admin center, go to Recipients > Migration.
- Choose more option > Migration Endpoints.
- Now on the Migration Endpoints Page, Choose New.
- Select the migration endpoints type page, Choose Outlook Anywhere > Next.
Still getting issue then i recommed you to contact with MS office 365 Support for more help.