Outlook doesn’t support CalDAV calendars out of the box. To get it working, the functionality of Outlook needs to be extended using plugins or extra software.
Axigen Outlook Connector
We have a separate guide on how to install the connector.
There are a number of 3rd party plugins for Outlook out there that allow you to setup CalDAV calendars within Outlook. Unfortunately we won’t be able to recommend any specific plugin, we’d recommend doing as much research as possible and checking out reviews of a plugin, before using it.