You have basically three options:
- A distribution list (each user gets a copy, no "real" sharing).
- A mail-enabled public folder (the folder receives messages, users read them, they reply with their own address).
- A shared mailbox (a true Exchange mailbox, you open it as a secondary mailbox in Outlook).
I strongly recommend the shared mailbox. You create it like any other standard mailbox (it needs its own AD user account, but you can safely disable it), then you set permissions on it to allow other users to open it and send messages using its address. In Outlook, you can open it as a secondary mailbox besides your main one (if you have rights on it, of course).