CanIt works with Office 365 as it does with any smtp mail service; MX records for the domain are pointed to CanIt, and filtered mail is directed to the Office 365 server by setting the configuration using the Setup->Domain Routing in Canit.
One issue with Office365 is that Microsoft doesn't provide access to an Active Director system nor do they do recipient verification. So you must set up a Rules->Valid Recipients list in Canit to allow recipient verification.
I believe provides a public POP3 and IMAP service which could be used for authentication of users for access to the Canit webui, however you would have to check this agains Microsoft documentation.
Other that this there is nothing special.