In a domain environment:
1. Open AD, and under "View" on the main menu, select "Advanced Features."
This will add the Attribute tab in the user's properties in AD.
2. Click on Attributes, and scroll down to "Proxy Address."
For an Alias address, add the address in the following example format:
3. Click "Add" and Ok. It will take a while for AD to sync to O365.
Note: you may notice an address with a capitalized "SMTP" in it. This indicates the main/real email address of the end-user.
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