Due to the varying software installed on each generation of device, the instructions may vary slightly between models.
Open the email application on the phone.
If no accounts are setup on the phone, the device should ask you for an account type.
If Office 365 is a choice, select that. If asked for your email address, type in your full Penn State address (e.g. abc1234@psu.edu). You should be redirected to the Penn State WebAccess login. This should complete the process.