The following instructions step through the process of configuring your Office 365 Exchange Online account with Apple Mail for Mac OS X 10.7 - 10.8.
Open Apple Mail.
*Note: If this is your first time opening Mail, go to step 4.
From the Mail menu, select Preferences.
Click the + button.
Enter a display name for your account in the Full Name field.
Select Exchange from the Account Type list, if not already selected.
In the Incoming Mail Server field, enter outlook.office365.com.
Review the account details, then click Create.
Your account will be configured and will begin synching mail.