At some point, you'll click on an email address link, which will try to open your default email application. Right now, this would probably try to open Outlook (or the Windows Mail app). Save yourself the hassle of having to copy/paste email addresses into Outlook for the Web, and set your browser to automatically handle those.
Set Outlook for the Web to handle email links
Go to https://outlook.office.com and look for the Service Handler icon to appear in the address bar. (Don't see the icon in your browser's address bar? See below)
Click the icon, select Allow, then click Done.
Now the web browser is ready to open mailto: links. You will also want to tell Windows to open send mailto: links to your browser instead of Outlook (or the Mail app).
Set the Windows default app for email links
Do a Windows search for Default apps. Open the setting.
Find the Email app and select your browser (e.g. Microsoft Edge in the screenshot below).