If you need to send messages primarily from the shared mailbox but need to access other email accounts easily (e.g. in the same Outlook profile), you can follow these instructions to add the shared mailbox to an existing profile.
You will first need to disable automapping for the shared mailbox. See article on disabling automapping using UTORgrouper.
If you are looking to add a shared mailbox as a separate profile in Outlook, please see this article: Set up a shared mailbox as a separate profile in Outlook for Windows.
Note: You can currently only manage shared profiles on Classic Outlook.