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By Default, Outlook does not provide All Documents view. You can use the Search Folder function to build one.
1.    Right click [Search Folders] on the left pane and [New Search Folder…]

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2.    Select [Create a customer search folder] and click [Choose…]

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3.    Fill “All Documents” into the Name field and click [OK]

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4.    Select [Yes] and [OK] to confirm the setting.