Exchange Delegate Mailbox in Mail.app
I do believe that Mail.app does not have the ability to log into a shared (group) mailbox as I do not believe it understands the things that Microsoft did (very strange and awful things...) to IMAP to get the functionality that they wanted in Outlook.

For that you will need a copy of Outlook for the Mac, it may be available in the App store. not sure if it is free or not...