If you enable conditional Access in Intune then Your devices will have to be enrolled with Intune in order to read mail. If they are not enrolled or otherwise compliant they will be blocked.
-You can relax these demands as you see fit, but that would kinda defeat its purpose.
This is how Outlook behaves
This user will not be allowed to Complete the mail setup.
Note that you have to enable ADAL on Exchange Online and use Outlook 2013-2016 With ADAL in order for this to work. Click here to se how to set up Exchange Online with ADAL
How to enroll Your Windows 10 Machine in Intune to get back mail?