Open Account Settings
With Outlook open, go to the File menu and click on Account Settings.
Select "Account Settings" from the dropdown menu
Edit Exchange Account
Make sure that your Exchange Account is highlighted in the accounts list, then click Change.
Next, click on the More Settings button and then go to the Advanced tab.
Add Additional Mailbox
Click the Add button and enter the user ID of the mailbox you wish to add, then click OK.
Make sure the correct name is selected in the Check Name box and click OK.
Apply and Close
Click Apply and OK, then click Next and Close.
You should be able to see the new mailbox on the side menu.
Click on the arrow to expand.
Congratulations! You can now access an additional mailbox while logged into your own exchange account.
If you can not access the folders you may not have the permissions on the folders. Anyone who has rights on the email box that you just added can give you permissions on that mailbox.
Here is a full video demonstrating the process: