difficulty importing other e-mail addresses to sync with outlook

I joined outlook in hopes that I could 'unify' my multiple sources of e-mails and thereby be able to have one place for them all. (That was one of the 'selling points' of choosing to use this system). However, I'm unable to even start with setting up my inbox because it keeps saying there's a problem with microsoft. Please tell me if I'm forgetting a step, or if there is a different way of completing this.

Thanks, Jon.