From 12 June until now I still do not have this feature.
New feature: Support for third party storage providers in Outlook on the web
Published On : 12 June 2018
Outlook on the web already has great integration with OneDrive for Business, but in the future we will give you more options by adding support for selected third party storage services. During our internal test period we discovered some minor issues and will be delaying the roll out of this feature while we implement the appropriate updates. We will communicate with you via a new Message Center post once we begin the launch of the updated feature.
This message is associated with Office 365 Roadmap ID:24901