Requirement: Full access to the shared mailbox
Open this link :
https://outlook.office.com/mail/
This link open your mailbox online.
Next step, we open the shared mailbox , on the top right, clic on your account and select Open another mailbox:
A popup window opens, enter the shared mailbox.
Exemple :
The shared mailbox will open. If you don't have the necessary access rights you will get a message 'You don't have the access to this mailbox' or similar.
After the shared mailbox open , clic on the top right for the settings, then clic on rules.
The rule will now work on the shared mailbox.