Office 365 is configured to quarantine messages that appear harmful to users. Periodically (typically the end of each day) Office 365 will send you a summary of held messages that came in on that day. You can review and release selected messages by going to Quarantine Page . You will need to be logged into your Office 365 account to view these held messages.

There is a link to the Quarantine Page in the daily summary. If you don't need these messages, simply let them sit in quarantine and they will automatically deleted in (x) number of days.

The first screenshot below shows you an example of your SPAM messages that are held. You can choose to Block Sender, Release or Review the message from the daily summaries. Read more by going here Threat Management Portal

This is a related article. I would suggest review it’s contents as well.

Office 365 Quarantined Messages