Methods for both O365 web console and PowerShell, right here:
https://community.spiceworks.com/how_to/102462-office365-all-users-distribution-group
Notes:
- Checking the contents works perfectly in PowerShell, not always in Outlook.
- Users who default to the offline address book in Outlook, may have to download the Global Address List or wait a day. Downloading is accomplished within Send/Receive; in 2016 open the dropdown “Send/Receive Groups” and choose “Download Address Book”. There are Office 365 configurations in which this dropdown item does not exist.