Setting Outlook.com contacts and calendar on OSX
For desktop usage, Outlook.com uses IMAP for mail.  However, it doesn't provide CardDAV or CalDAV access for contacts and calendars.  For mobile usage, Outlook.com uses Exchange Active Sync.  I'm not aware of any Mac desktop apps that support Exchange Active Sync.  

You should tell Microsoft that this is important to you.  When you login to Outlook.com, click the settings icon and then click on Feedback.  Tell them what you want, why it matters, and what you will do in lieu of having this available to you.  For example, I said this in my feedback to them about this topic (feel free to borrow this, although I'd recommend changing it to whatever is important to you):


  I want to be able to sync my calendar and contacts across all devices
  that I use.  I can get my calendar and contacts on my phone, but not
  on my Mac.  Please make it possible for me to see my calendar and
  contacts on Mac desktop clients.  Gmail can sync my calendar and
  contacts to my Mac desktop applications, which makes it very difficult
  for me to use Outlook.com instead of Gmail.