Microsoft Office Dev Center has an article called "Host an Office Add-in on Microsoft Azure". In step 4 of the section "Add the file share to the Trusted Add-ins catalog", they state that a shared folder needs to be added to the Trusted Add-in Catalogs.
The entry for "Trusted Add-in Catalogs" or "Trusted App Catalogs" is missing from the dialog on my system. I have Office Outlook 2019.
Here's the address for the article: https://learn.microsoft.com/en-us/office/dev/add-ins/publish/host-an-office-add-in-on-microsoft-azure#step-3-create-a-web-app-in-azure-using-the-azure-portal
Thank you for reporting the documentation issue. Trusted Add-in Catalogs doesn’t apply to Outlook. We'll look into updating the documentation. We're tracking it internally with ID Office:8832709.