If you are setting the Automatic Reply on your own mailbox skip to Step 2, however there are additional steps below if your aim is to set a message on a shared mailbox.
You must already have access to the shared mailbox you want to adjust. Usually you would already have the appropriate permission if you usually already have the mailbox showing in your Outlook app.
Firstly click your profile icon at the very top-right of the page which will open the “My Account” options as shown below. Click “Open another mailbox”.