Can I configure an exchange account in Microsoft Office365 E3 in catch-all mode? I want ALL the emails that are not sent to other accounts; it's possible?
You probably found your answer by now but, No.
According to the Microsoft Exchange Online for Enterprises Service Description: A catch-all mailbox receives messages sent to email addresses in a domain that do not exist. Exchange Online anti-spam filters use recipient filtering to reject messages sent to mailboxes that don't exist, so catch-all mailboxes are not supported.
you can download this document from: http://www.microsoft.com/en-us/download/details.aspx?id=13602
You can create a catch-all mailbox by using a transport rule which redirects all messages addressed to unknown users to the catch-all mailbox.
However, in order for this to work, you will need to configure che SMTP domain as an "internal relay domain", as opposed to an authoritative domain; otherwise, Exchange will reject all messages addresses to non-existent users before even starting to process the transport rules.