Click the plus symbol and select Exchange.If an email address has already been set up before:.If first time setting up an email address, click Exchange or Office 365.Click on the symbol to go to the next screen, then click Get started.If you are using Outlook 2016 for the first time on your Mac, do the following before proceeding to Step 2: You can set up Email Exchange with Outlook 2016 by doing the following: Step 1.