Time marches on and Microsoft has changed this process. Please see their updated instructions here:
The information below still works as one method of access.
- Log into your OWA at https://outlook.office.com
- From the top-right corner, click the bust/person icon (or click your picture if you've added a picture to your account)
- Select "Open another mailbox"
- Search for the name or address of the shared mailbox you'd like to open
- Select it and click Open.