Currently, it is not possible to synchronize unlicensed shared mailboxes from the o365 environment into the control panel automatically. This is because of billing transparency, for you to know that, by default, you'll be billed for the same amount of licenses in both M365 and Hornetsecurity.
Create a secondary environment under Service Dashboard > Secondary Environments pointing to the same target as the primary environment (presumably M365)
Then create the mailbox manually in the Control Panel under Customer Settings > Mailboxes, selecting the new secondary environment here:
The mailbox will now be able to use the archive and the signature and disclaimer module, and will be filtered by our spam filter.