A shared mailbox allows a group of people to monitor and send email from a common email addresses, like info@protectedtrust.com.
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Open up a web browser to admin.microsoft.com and login with your credentials
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On the left side select the exchange admin center
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On the welcome screen you can select shared, under recipients, or you can click Recipients on the left side then click shared.
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Click the '+' sign to create a new mailbox.
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A box will appear. Here you will create your display and email addresses.
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You can also choose who you would like to have access to the mailbox. Just click the plus side and select one or multiple users, click add and click OK.
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If you click more options, you can add an alias for the shared mailbox as well.
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After you have chosen your options click save.
Your new shared mailbox should be now displayed in the list.
Note: We recommend that you block sign in for the shared mailbox that you create to keep the account secure.
Source: https://docs.microsoft.com/en-us/office365/admin/email/create-a-shared-mailbox?view=o365-worldwide