Double click the Outlook 2011 icon to start it and if it asks you to create an account, choose Exchange and follow the instructions. If it does not ask you to setup an account, call up Outlook - Preferences - Accounts and then enter your account information.
Enter your Email address, set method to User Name and Password. Username is your email address again, and Password is your mailbox password then click Add Account.
Outlook should ask you if it’s ok to allow the Exchange Server to configure outlook. You should tick Always use my response for this server and click Allow.
If all has gone well, you should see something like the below screenshot and the dot by the account name should turn from amber to green. You can close that window and start using Outlook 2011