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Office 365 isn't an application that is installed on your mobile device. It is a set of cloud-based services that you can access through installable programs (such as Office for the PC or the Mac), or through applications that are already on most devices. For example, to access your O365 e-mail, you can simply use an ActiveSync-based email client on your device, or you can simply browse to the Outlook Web App via your browser.
Instructions for setting up O365 email on mobile devices is located here: help.outlook.com/.../ms.exch.ecp.configuremobilephone.aspx