Desktop and web signatures do not share
Microsoft states it plainly: if you use both the Outlook app and Outlook on the web, you have to create the signature in both. Setting it in one place does not populate the other.
There are two Outlook desktop apps on Windows right now and the signature setting is in a different place in each. Check which one you have before you start: if the ribbon has a File tab with Options underneath it, you are in classic Outlook. If it does not, you are in the new Outlook and the setting lives with the account settings instead.
Make one first. The generator is free, needs no account, and gives you something to paste before you open your settings.
The long-standing desktop app, the one with File in the ribbon.
The rebuilt app Microsoft is moving people to. Same settings screen as Outlook on the web.
Microsoft states it plainly: if you use both the Outlook app and Outlook on the web, you have to create the signature in both. Setting it in one place does not populate the other.
On the Message tab, select Signature and pick the one you want from the list. Useful when the defaults are set to none.
The Mac version has its own settings layout and Microsoft documents it separately. The Outlook on the web steps are usually the faster route if you have a browser open.
Your logo and photo are loaded from the address they live at, by every recipient. Mail clients can also be set to block remote images, in which case the first person to receive your signature sees a placeholder until they choose to load it.