Outlook sending from alias

[Dingydroid]

I feel the pressure Microsoft is finally stopping the good old Outlook.com app and forces to use the new one.
In the setting of the new Outlook app I do see my Aliasses and the following message:
"To send messages from an alias, please make sure you have linked the associated email account in the Outlook settings"
I don't understand this. Please can anybody explain what they mean?