Hello,
Currently, Adaxes only supports management of Office 365 users that also have a user account in your on-premises AD. Adding delegates hosted only in Office 365 is possible via custom scripts that can be executed via Adaxes, but in this case users will have to type in a name of the user they want to add. There won't be a window to select users or something of that kind. Alternatively, if the number of users you need to grant access to is quite limited, you can create several Custom Commands, one for each of the users. For example, you can create a custom command named Grant full mailbox access to Company Administrator to grant Company Administrator full access to the mailbox on which the command is executed. Then, you can create similar Custom Commands for other users you need.
If any of the above solutions suits your needs, we can provide you more detailed instructions.