Hi,
You need to have the iCloud add-in installed to let it work. To solve this, remove iCloud from your mail profile, repair the iCloud installation and then re-add the iCloud configuration to Outlook again via iCloud Control Panel.
For the steps in detail, you can refer to this article below and learn from the "iCloud doesnt work" section:
http://www.howto-outlook.com/faq/windows10upgrade.htm#icloud
Please Note: Since the web site is not hosted by Microsoft, the link may change without notice. Microsoft does not guarantee the accuracy of this information.
Regards,
Melon Chen
TechNet Community Su