Hey there welcome!
Not sure what you mean about outlook is not there. And I don't believe you will use outlook to transfer your media files.
Anyway, if activesync is working correctly, go options, and you should see all the available option that can be sync. For outlook, you will set up the email, calendar, contact, and task.
If you could elaborate more, then we can help more. Oh, make sure you're using the latest outlook, and not outlook express.
hope that helps.