Web Outlook: Add Safe Sender
Add to the Safe Senders List
Select Settings > Mail > Junk email.
Under Junk email, scroll down to Senders, and select the Safe senders and domains tab.
Select + Add safe sender, and enter the email address for the recipient you want to add.
Select OK, and then select Save.

Don't automatically include contacts in the Safe Senders List in Outlook on the web
Select Settings > Mail > Junk email.
Under Security options, clear the Trust email from my contacts check box.