Just go to Online Accounts -> Microsoft Exchange -> Type your e-mail and password!
This basically connects using Exchange Web Services (EWS).
If this doesn’t work out with you, click on custom and enter your username and server. I had to do that in my case, since my mail server’s address was different from the mail address.
That’s it! Enjoy! Here are some screenshots showing the results :))
Note: Tested and worked perfectly in Ubuntu 17.10 (Gnome 3.26).