There are two ways to do that:
1, install owa for iphone, if you have iphone 4s+
2, setup your mail with iphone's email APP.
I will only introduce how to do the second method with your iphone 4 or 4-
1. open your setting app of your iphone
2. find email setting page
3. add an email account
4. select "exchange""
5. type your email "email@example.com"
6. type your email.
7. click next
8. in the next page you should set your server as "outlook.office365.com" (this is very important!!!)
9. user name set as "firstname.lastname@example.org"
10. type your password again.
on your Mac PC, setup like this: