In newer versions of Office, shared mailboxes will attach themselves automatically - typically within 2 hours of the permissioned being applied for that particular user.
Outlook 2010 however may require a manual connection to a shared mailbox. Please follow the steps below to get Outlook 2010 connected:
Open Outlook
From the toolbar select the following:
FILE > ACCOUNT SETTINGS
Select “ACCOUNT SETTINGS” from the dropdown
The following screen will appear:
DOUBLECLICK the email address (show above)
Click MORE SETTINGS:
Click on "ADVANCED".
Click ADD
Type the NAME of the person who’s mailbox you want to view
click OKAY
Click OKAY, then NEXT and FINISH
Click CLOSE to exit Account settings
The user’s mailbox will now appear beneath your own.
Note. click on the + button to the left of "Mailbox - username" to reveal the sub folders.