You will need to use IMAP or webmail to be able to train the spam filter, and this can be done by subscribing to the IMAP folders Learn Spam and Learn Ham.
Learn Spam - Anything you move to this folder is classed as spam, meanwhile the filter will learn that the mail you place in here should be detected as spam in the future.
Learn Ham - If the spam filter incorrectly placed a legitimate e-mail message in the Spam folder you can place the mail in Learn HAM, which tells the spam filter it made a mistake.
In outlook to subscribe to the Learning folders:
In Mail, in the Navigation Pane (Navigation Pane: The column on the left side of the Outlook window that includes panes such as Shortcuts or Mail and the shortcuts or folders within each pane. Click a folder to show the items in the folder.), click the Inbox for the IMAP account that contains a folder you want to subscribe to.
On the Tools menu, click IMAP Folders.
Subscribe to a folder
In the Folders box, click the folder you want to subscribe to. To select multiple folders, hold down CTRL while clicking folder names.
To tell the filter about spam you have received:
Drag and drop the offending message into the Learn Spam folder.
To do this via webmail:
Click Personal Settings > folders > Click Learn Spam & Learn Ham, then Okay/Save;