Hi Dematri,
Do you want to save the attached documents in Outlook emails to SharePoint Online? If yes, you can try with the SkyDrive Pro sync client.
After syncing a library to your computer, you can save the attachment to the library folder and it will be synced to SharePoint Online automatically:
To sync a library to your computer with SkyDrive Pro sync client, refer to the detailed steps in this article:
Thanks,
Nancy Xie