When accessing a shared mailbox via the New Outlook client for Windows, you will need to do the following: 
1.) Open your Microsoft Outlook client.  This is the new version and not Outlook Classic.

2.) Click the Gear icon also known as the "COG" icon in the upper right-hand corner of the outlook window.
 
3.) Select 'Accounts' -> 'Shared with me' -> 'Add'
 
 
4.) Type the name of the shared mailbox.  Once you start typing you will see email addresses show up to select.  Keep typing until you see the mailbox you need.  Click the mailbox then click continue.
 
5.) A message of success will display once the mailbox is successfully added.  If you receive an error, make sure you have typed the correct mailbox and try again.  If you still are unable to add the mailbox, reach out to service desk for troubleshooting assistance.
 
6.) Sometimes, depending on the mailbox you are trying to connect to, you may receive an error that a mailbox cannot be found.  If you have verified the mailbox name, it may be giving you the error because the mailbox is hidden from the Global Address Book.  Mailboxes that are hidden from the Global Address Book cannot be added to Outlook unless Information Technology changes the shared mailbox attribute called msExchHideFromAddressLists in Active Directory to false or Not Set.  This can be verified by service desk.