Set up Auto BCC in Outlook 2016

You can do effectively the same thing as auto-BCC with a new rule.  This one works for me:

1. Go to the "home" tab of the ribbon/toolbar
2. Click the "rules" dropdown and select "Manage Rules & Alerts"
3. From the "Rules and Alerts" dialog box, select "New Rule"
4. This pops up a "Rules Wizard" with a number of templates in it.  Pick "Apply rule on messages I send", and hit "Next".
5. The next dialog shows conditions, leave all unchecked and hit "Next".  You'll get the warning "This rule will be applied to every message you send", hit "Yes".
6. The next dialog lets you select what to do with the message - check next to "move a copy to the specified folder".  At the window in the bottom of this dialog you'll see the line "move a copy to the specified folder" appear, click the underlined word "specified", from the resulting dialog pick your Inbox and hit "OK".
7. The next dialog lets you pick exceptions, click "Next" again.
8. The final dialog lets you name the rule, make sure "Turn on this rule" is selected.  The rule showing in the bottom window should read
   1. "Apply this rule after I send the message"
   2. "move a copy to the Inbox folder"
9. Click "Finish" and the new rule will be created.
10. Hit "OK" one more time to leave the "Rules and Alerts" dialog.

Best of luck...

Yes, it was helpful but there is no BCC option. I need to add auto BCC rule create for all sending mail

How does this create a BCC?

All answers from official MS folks on this thread are unhelpful. Sadly the only solution is paid software, but I can testify it works very well:

https://www.ablebits.com/outlook-blind-carbon-copy-bcc-email-addins/

Here is the VBA which works perfectly. Make sure you replace the email for the desired email address. 

Private Sub Application_ItemSend(ByVal Item As Object, _
                                 Cancel As Boolean)
    Dim objRecip As Recipient
    Dim strMsg As String
    Dim res As Integer
    Dim strBcc As String
    On Error Resume Next

    strBcc = "******@domain.com"

' Use the account name as it appears in Account Settings
If Item.SendUsingAccount = "******@domain.com" Then

    Set objRecip = Item.Recipients.Add(strBcc)
    objRecip.Type = olBCC
    If Not objRecip.Resolve Then
        strMsg = "Could not resolve the Bcc recipient. " & _
                 "Do you want to send the message?"
        res = MsgBox(strMsg, vbYesNo + vbDefaultButton1, _
                "Could Not Resolve Bcc")
        If res = vbNo Then
            Cancel = True
        End If
    End If
    
End If

    Set objRecip = Nothing
End Sub