To verify that the Exchange Online app is set up correctly, perform a test backup and restore.
Back Up the Mailbox
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From the navigation pane, go to Protect > Office 365. The Office 365 apps page appears. 
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In the Name column, click the app. The app page appears. 
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On the Mailboxes tab, select the mailbox, and then click Back up. A message prompts you to confirm submission of the backup job. 
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Click Yes. 
Restore the Mailbox
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From the navigation pane, go to Protect > Office 365. The Office 365 Overview page appears. 
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On the Apps tab, click the app. The Overview page of the app appears. 
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At the top-right area of the page, click Restore. Contents for all mailboxes in the Exchange Online app appear. 
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From the list, select the mailbox or items that you want to restore. 
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At the top-left area of the page, click Restore. The Restore options tool appears. 
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On the Destination tab, leave the options for restoring to the original location selected, and then click Next. The Options tab appears. 
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Leave the default options selected, and then click Next. The Review tab appears. 
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Click Submit. The Summary tab appears. 
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Click Close.