To sync with an Exchange-server please add the Exchange-account to your system settings. Therefore please open the Android system settings → Accounts and sync → Add account → Microsoft Exchange/Active Sync and type in your log-in data and proceed. Please make sure, that the sync of calendars is activated.
Alternatively you can sync the data locally:
If you want to sync with Outlook over an USB-cable/WLAN/Bluetooth, you will need a sync-software like the one that comes with your device or an external one like for example "MyPhoneExplorer".