After installing Lightning for Outlook add in to your Microsoft Exchange account, your Lightning for Outlook will be accessible in the Outlook side panel. To gain access to your Salesforce data, you will first need to login to Salesforce from the Lightning for Outlook side panel.
Please note: Users only need to login to Salesforce once from their Outlook side panel. Afterward, they automatically will have access to their Salesforce data from within Lightning for Outlook.
From Outlook Inbox:
Click into an email.
Click View.
Select Production under Environment dropdown.
Click Log In to Salesforce.
Enter your Salesforce username and password.
Click Log In.
You have completed the steps to connect Lightning for Outlook to your Salesforce Org in your Outlook 2016 for Mac!