The method of adding a shared mailbox to Outlook Web App is slightly different in the "new" (2019 preview) version; this article contains steps for both. To access Outlook Web App sign in at https://portal.office.com
Step 1 for "new Outlook" (2019 preview) OWA
On the left menu right-click on "Folders" and choose "Add shared folder":
Step 1 for "Classic" (not 2019 preview) OWA
<<< 2019 preview not activated
On the left menu choose "More":
Right-click on your mailbox username and choose "Add shared folder"
Step 2 - for all versions
Type in the name of the shared mailbox and add it.
You're done! Now the Outlook Web App will always display the shared mailbox in your folder list.