How can I check my outlook email in Max 9?

In the email screen, with Max 9 and the latest SP2 for SR1, Build 720, I want to check my email and I press "Deliver now" but nothing happens.

You have to Outlook running at the same time as Max is running. Then Max will automatically bring the emails and the Outlook folders in. You will also get an alarm popup saying that you have new mail, as it arrives in Outlook.