You should be able to access any email from as many devices as you want. It's just a matter of having the correct settings imputed within your email software of choice.
I'm not familiar with "windows mail" to know how that integrates with 365. Without the entire specific error message it is difficult to know. "Already an account" indicates you were possibly setting up a new account instead of adding an existing account to your software. Maybe check with the Microsoft folks and see if they can help.
I use PostBox software for email and it allows me to have as many accounts as I want to download from. Just add the incoming/outgoing servers and settings for each and I'm good to go. I have my Office 365, as well as GoDaddy and other email services -- all in one program.