You can add any contact that you see in a message to your Contacts (People). To add a contact from a message:

1.    Select the name to see their contact card.
2.    Select the three dots (More options) and select Add to Contacts.
      

For the most current information on creating a contact from an email via Outlook on the Web, please check out the following Microsoft help article: https://support.microsoft.com/en-us/office/add-a-contact-in-outlook-1ef8f35b-04be-4bd0-ac9c-6d6a146887ce