In Outlook Web App, click the Settings gear at the top right and choose Options.
Choose Account > Connected accounts.
In the Forwarding section, in Forward my email to, type the email address you want to forward your Outlook Web App email to.
NOTE: By default, a copy of all forwarded messages is kept in your mailbox after you set up forwarding. If you don't want to keep a copy of messages in your mailbox, clear the Keep a copy of forwarded messages in Outlook Web App check box.