The following steps will allow you to use Mac Mail (the default Mail app on macOS) with your Microsoft 365 Exchange email account.
1. Open Mac Mail.
2. Open Mail > Preferences from the menu or by pressing ⌘ ,
3. Select the accounts tab and click the '+' icon in the left hand corner to create a new account.
4. Choose Microsoft Exchange as the account option.
5. Enter your account details.
6. Sign into your Microsoft account.
7. A password dialogue will appear with your username pre-selected.
8. Allow Mac Mail permission to access your account.
9. Select the features you want to enable on your account.
The account setup will complete and your Exchange mailbox folders will be displayed in the sidebar of the Mail app.