Exchange Delegate Mailbox in Mail.app

Solution 1:

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...

Solution 2:

It is possible and described by Apple in "Mail (Yosemite): Subscribe to public and shared mailboxes"

If you have an IMAP account that provides access to public or shared mailboxes, you can subscribe to them.

1. View account information for the IMAP account that provides shared and public mailboxes.

2. In the Account Info window, click Subscription List.

3. In the list of available mailboxes, select the ones you want to subscribe to, then click Subscribe.

To unsubscribe from one or more mailboxes, select the mailboxes in the Mail sidebar, then click Unsubscribe.