I’ve been through adding this to my Outlook client (yes, it works on a Mac) for one of my customer Office 365 accounts. I do find it mildly irksome that the user has to install something (an inherently risky activity) in order to be able to help train Microsoft’s spam filters…:
You receive an email that you find suspicious–potentially a phishing email–so you ignore or delete it. Another option is to report the email to Microsoft for analysis via the Outlook add-in called Report Message or a specific Microsoft address.
In addition, you can use the process to report a “false negative,” meaning a spam message that should have been identified as spam but was not. You can also use it to report a “false positive,” meaning a legitimate email that was incorrectly identified as spam. Microsoft analyzes such messages to improve its spam filtering technology.
First, if you use Outlook, install and enable the Report Message add-in. This add-in works with your Office 365 subscription and the following versions of Outlook: Outlook on the web, Outlook 2013 SP1, Outlook 2016, Outlook 2016 for the Mac, and Outlook included with Office 365 ProPlus. You’ll also need an Office 365 business account to enable add-ins.