Phish Protection is mail server agnostic however there are some steps that are required to configure Office 365. The main requirement is to setup a connector so that your Office 365 tenant treats our gateway IP's as trusted senders. 

This will ensure that SPF and DKIM do not break and that messages are routed to the inbox rather than the spam folder.

• Configuring O365 Enhanced Connector
• PsExec command to add IP's automatically