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After clicking Options
in the Microsoft Exchange version of OW in the top right corner I see:
Regional Settings
Messaging
Junk E-Mail
Calendar
Out of Office Assistant
Change Password
Accessibility
Mobile Devices
About
Where are inbox rules:
At the top of the page, select Settings Settings icon > Options.
In Options, select Organize email > Inbox rules. Or, in Options, under MAIL > Automatic processing, select Inbox rules.
The support page you link indicates the article only applies to Exchange 2016 (the current version being delivered through Office 365). If you're not on this version of Exchange, then this option is probably not available to you. – I say Reinstate Monica – 2017-05-07T03:48:47.943