Microsoft often provides various ways to do things. We have other instructions in IT Help Center on how to add a shared mailbox to Outlook, but they don't work under all circumstances. The instructions below should.
These instructions work no matter if the users is listed as individual in the shared mailbox or through a group list.
In Outlook client go to File - Account Settings - Account Settings:
Under Email - select New...
The next window either prompts for an Email address or remembers an old one you tried before. Please enter the Email Address for the Shared Mailbox in here and click on Connect.
The Windows security window that pops up after asks you for the password for the Shared Mailbox email you just entered - it doesn't have one. You need to change the email in this window to your email@example.com (for example for John A Smith firstname.lastname@example.org) account and enter your Microsoft 365/Okta/Network password - make sure to select Remember my credentials before selecting OK, or it will prompt you for the password on every start of Outlook client.
The next dialog window varies for the different Outlook versions. It might ask you to restart Outlook before the Shared Mailbox will appear. Or just to click Done (no need to select Set up Outlook on Mobile, that is already done if you have your SMC device enrolled).
Either immediately, or after the Outlook restart mentioned above that additional mailbox will show up in your Email Accounts under Account Settings
The mailbox will then show up in the lower left corner of your Outlook folders as a separate mailbox.