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In a browser open a tab and navigate to https://appleid.apple.com/account/manage and log in with your AppleID.
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Generate a unique app password for Outlook. Copy this for use later.
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Navigate to https://www.icloud.com/mail and login with your AppleID if prompted.
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Create an iCloud account if prompted. Copy the email address.
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Open Outlook and select Add Account with the email address from step 4, and the app password from step 2.