Click on the link "E-mail Adresses in the applications menu:
Screenshot: Applications menu - E-mail-Addresses
The e-mail window opens up. Here you can set up your TUM e-mail address and select your mailbox.
Screenshot: Choose TUM e-mail address
You can select your mailbox under "Zustellung an" see screenshot above:
Tip: Once you set up your exchange mailbox, you can access it easily by clicking on "TUM Mailbox (Exchange)" in your personal TUMonline business card or via https://mail.tum.de
Screenshot: TUM Mailbox (Exchange)