Trying to get my Laptop with Office 2010 Outlook to have the same email folders as my online Outlook account.

Good Day

For many years I have used the internet version of Outlook to send and receive emails,  I have quite a few folders setup to organize my emails.

Now I recently installed Office 2010 with Outlook on my laptop.  When I open the Office 2010 Outlook, I do not see all the folders that are on my internet version of Outlook.  Also if I delete an email on Office 2010 Outlook, it does delete on my internet version on Outlook, and vice versa. 

Is there a way to get my Office 2010 Outlook to reflect all the folders etc. of my internet version of Outlook?

Thanks for your help.