Outlook has a convenient feature in Windows version that Search Folder. Early I can not find this feature and make me change to use Windows, Now I have found this feature in Outlook Mac.

In Outlook Mac "Search Folder" name is changed to "Smart Folder".
Click the search menu on the navigation area. please notify the search area(Current Folder / All Mail), then click the advanced button.

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Setting your search candidates and save it this search.

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Setting a new name for this search folder in the Smart folders

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You can continue to enjoy the Outlook mac.