You can set your Out of Office (or Automatic Replies) from your mobile phone using the Outlook app.
Open the Outlook app and select the 3 lines at the top-left of the screen.
Select the settings cog at the bottom-left
Select your email address on the next screen
Select 'Automatic Replies'
Turn on Automatic replies and select the 'Reply to everyone' option. Compose your message at the bottom of the screen and hit the tick once finished.