Open the calendar in Teams then click the down arrow beside the name:

 

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Click ‘Go to website’ this will open it in SharePoint online, from there click on the Calendar tab

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This will open a toolbar, click on the ‘Connect to Outlook’ button:

 

This will bring up the following message, click ‘Open Link’

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Then you’ll get the following window, click Yes:

 

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Then click on the Calendars button at the bottom of Outlook

 

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You’ll see the calendar there:

 

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