Not all the shared mailbox are online yet, this procedure is not working for every mailbox as they are not yet all on office 365.
When the outlook web app is open, click on your picture (top right corner) and select the option "open another mailbox"
in the pop-up, provide the email address of the shared mailbox and click on open
If you have access and the mailbox is migrated, you end up on the other mailbox.