Hi all, I discovered something that works for me in settings for my Outlook.com (old Hotmail, and not the app) where I don't think everybody in this thread has the same questions and problems that a few of us are asking.
Open Outlook.com > click on gear (settings) > click on View All Settings > click on Mail > Click on Layout > find Sender Image > click on Show Sender Image > now I have click boxes in front of all my emails with the letters of the names of the people and their sent emails to me. Hopefully this works for everyone, and Thanks for taking the time to post.
I already had "Show Sender Image" selected.
Doing so does let you select each individual message, the checkbox replacing the 'sender image' when moused over, but the 'select all' box is still hidden until a message is selected or the "Select" box in the upper right is checked.