There are two types of rules in Outlook 2016 for Mac: server rules and client rules.
Server rules If you are using a Microsoft Exchange account managed by Microsoft Exchange Server 2010 SP1 or later, you can use Outlook 2016 for Mac to create and edit server-based rules. In the Rules box of Outlook 2016 for Mac, server rules are grouped by account under Server Rules in the left pane. These rules run on the Exchange mail server, even when Outlook is not open. Because Outlook does not need to be open, server rules are useful if you access your account from more than one computer. One limitation of server rules is that they cannot carry out actions that require Outlook to be open, such as playing a sound.
If your account is managed by a version of Exchange that is earlier than Microsoft Exchange Server 2010 SP1, you can create or edit server-based rules by using Outlook Web App or Outlook for Windows.
Client rules Client rules are rules that run only in Outlook 2016 for Mac. In the Rules dialog box of Outlook 2016 for Mac, client rules are grouped by account type under Client Rules in the left pane. You can create client rules for any account that you use in Outlook 2016 for Mac. Unlike server rules, client rules allow you to specify actions within Outlook, such as playing a sound.