SharePoint-Outlook Connection O365

We are using 365 Online.  It was mentioned to our IT that we could enable viewing of SharePoint Document Libraries directly in the Outlook application.  EX - I could click on a folder in my mail that would allow me to file into a document library.  

I can't seem to find any detail about this feature.  I see some old information that discusses something somewhat similar, but it is all quite - 2016 and before. 

Could anyone help me out and direct me to where I might find more detail if this is a real feature.  Maybe I am searching the wrong terms.