Microsoft can analyze dangerous emails to determine why those messages made it past your spam filters.
When you receive an email that you find suspicious - potentially a phishing email - so you ignore or delete it. Another option is to report the email to Microsoft for analysis using a free Microsoft add-in for Outlook called Report Message. You can also use it to report a "false positive," meaning a legitimate email that was incorrectly identified as spam. Microsoft analyzes such messages to improve its spam filtering technology.
The add-in works with desktop and web clients, though the install is different.
If you use both clients, installing in one will make it available in the other however:
Installing for desktop
From your Inbox, select the Home tab then click on the Get Add-ins button
This opens the Add-ins window. In the search box type ‘report message’ as in the screenshot.
Select the Report Message add-in and install it.
For web client
From your inbox , select a message and from the right hand side of the message window click on the three dots
Scroll down to the bottom of the menu that appears and select ‘Get Add-ins’
Install is the same as for desktop client.
Using Report Message
Desktop – Select the message , then click on the ‘Report Message’. From the menu select an appropriate option.
Web – Select the message , then click on the three dots in the message window and select ‘Report Message’ from the menu. Select an appropriate option.