Open a User Mailbox w/ Web Client
Step 1. Go to outlook.office.com on any web browser.

Step 2. Sign into your Email if not already signed in.

Step 3. Click on your profile at the top-right.

Step 4. Select Open another mailbox.

Step 5. Type the name of the Shared Mailbox you need to access.

Step 6. Select Open.

If you were given access to the user's mailbox, it will open up as if you were that user.
If you receive an error message, it is because you were not given access to that user's mailbox.