Office 365 uses a product called Exchange Online Protection, EOP for short, to filter email.
With the email in question already selected, click the Report Messages button (found at the top right of Outlook's ribbon bar). Here is where you make your selection accordingly:
Then choose to Report it to Microsoft.
Outlook Web Method
A message went to your Inbox that should have been filtered out as Spam
Log into Outlook web, right-click on the message and choose Mark as junk
A message went to your Inbox that is malicious, or trying to phish you
Log into Outlook web, right-click on the message and choose Mark as phishing
Something went to your Junk E-mail folder, but should have went to your Inbox
Log into Outlook web, go the to Junk E-mail folder, right-click on the message and choose Mark as not junk
While still logged into Outlook web and add the sender, or preferably their domain, as a Safe sender.
OWA > Settings > Mail > Accounts > Block or allow
Note: A domain is the portion after the @ character. Sometimes they are like this: senecaco.com OR longer like this engage.senecaco.com
How long is Junk E-mail kept?
Junk E-mail is kept for 14 days. After it reaches that age limit, it will be deleted from your mailbox automatically.