To open another users Mailbox go to File > Open > Other Users Folder

Figure 1: File - backstage menu

You will be presented with the following dialogue:

Figure 2: Open other users folder dialog

Enter the name of the Mailbox you wish to open and the folder you wish to access. Please note: You must have been given permission by the user beforehand to open their mailbox.
Provided you are granted the proper access permissions you will now see the Mailbox displayed directly underneath of your mailbox within the Navigation Pane.

Figure 3: Outlook navigation pane with more than one account