When you make a new Office 365 email account, you can download the setup file from this URL ( https://portal.microsoftonline.com/download/default.aspx ) and configure your desktop so that your Office Products can work with your Office 365 account. However, most of the time, it will fail trying to configure Outlook.
To avoid that, make sure you have added the appropriate CNAME record when you changed your MX record or when you added your name servers in your DNS provider.
This is the required CNAME record so that Outlook can automatically configure the correct user settings:
Points to: autodiscover.outlook.com