Outlook Web Apps in Office 365 has a feature using which the users can set email forwarding for an account. Click on the Options link and select See All Options from the menu list.
To navigate to the email forwarding section you can either click on the Connected Accounts tab
or Forward your e-mail link listed under the Shortcuts to other things you can do section.
want to keep a copy of forwarded messages in Outlook Web App. After making the required changes click on the Save link available at the bottom of page.