I see Inbox is getting closer on Desktop apps, but not fully there yet (I can use the shortcut but can't actually set an inbox on an item).
My comment however, is regarding the "help dialog" which pops up if no inbox is set. In particular...
And then in settings I see:
Rather than being bounced around for the setting location, having the first error/info dialog with the correct location would be better.
[Edit:] Correction. I do see it is all in place. I was trying to active it from the wrong location. I thought I had to Right-Click in the file pane (for the document) to set inbox, rather than the particular Item's menu. [/Edit]