Curiously, this is on all my Lumias/Windows 10 Mobile phones apart from one - and it's not clear whether this one needs refreshing or if it's something server side as part of the rollout of this feature. Data points welcome!
Anyway, the screens here are from my Fast ring Alcatel IDOL 4 Pro and my production Lumia 950, both of which see the Microsoft To-Do integration:
Pretty handy and I can recommend To-Do for general use - on the web it appears as 'Outlook Tasks' in outlook.com - but every record is fully synced and kept up to date.
PS. If you don't already have Microsoft To-Do installed on your phone, then tapping the Outlook menu item sends you off to the Store to the right install page - neat!
PPS. If, like my 950 XL, your phone doesn't see this menu item, let me know your Insider status, etc. - there has to be some common factor as to why specific phones are missing out..