Duo’s solutions for Microsoft mail integrate at the service level, not at the client. If you’re using Microsoft 365 (Exchange Online) and federate it with an identity provider that works with Duo then the Outlook mobile app will perform a passive web sign-in to EXO and show the Duo 2FA prompt.
If you are still using on-premises Exchange, Duo’s OWA integration won’t show the 2FA prompt to the mobile app because it excludes ActiveSync endpoints. If you set up Exchange for Hybrid Modern Authentication there is an opportunity to integrate Duo as part of that deployment’s federation.