If you are a user of Office 365 and want to simply set up forwarding for your own mailbox, you can do that by doing the following:
1. Log into Outlook Web App
3. From the Options page, where Account is selected in the left frame and My Account is selected in the middle. Click on the “Forward your email” link on the right:
4. Under the Forwarding section, type in the external email address that you want to forward your mail to and press the “Start Forwarding” button:
That is all!