Your AppleID account may not have Mail enabled. To set up an iCloud email address, follow the steps here: http://support.apple.com/kb/ph2620.
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On an iOS device, go to Settings > iCloud > turn on Mail, then follow the onscreen instructions. Then open Outlook and use your account name and password to add your iCloud account.
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On a Mac, choose Apple menu > System Preferences > select iCloud > select Mail, then follow the onscreen instructions.
After you set up your @icloud.com email address, you can use it to sign in to iCloud and add your account to Outlook. You can also sign in using the Apple ID you used to create your iCloud account.
Two-step verification
If you've enabled two-step verification for your iCloud account, you'll need to generate an app-specific password to add your account to Outlook.
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Go to My Apple ID.
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Select Manage your Apple ID and sign in.
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Select Password and Security.
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Click Generate an App-Specific Password. A new app password is generated.
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Open the Outlook app and enter the new app password while adding your account.
