To connect to Exchange Server with Data Synchronisation Studio you need to get the URL for your Exchange Server. First go to your Outlook Web Access and the URL for your Exchange server. For example this one is https://dbxprd0710.outlook.com/owa/?exsvurl=1&realm=office365.com&wa=wsignin1.0
This URL need to be modified so that it points to the Exchange Web Services URL so we take the server part and change it to https://dbxprd0710.outlook.com/ews/Exchange.asmx
We then take this URL and enter it into the ExchangeUrl property of the 'Exchange Web Services (Appointments)' provider.
We then enter our Exchange Credentials
We then add our Mailbox name to the Mailboxes collection, this details which mailbox data we wish to return.
And that is it, now you can return data from Office 365 Exchange Server.