Then each user should have their own Windows account into which they
login.  That means that each mail profile created under a Windows
account will be separate of any mail profile created under a different
Windows account.

Are you sure that you really have 5 *separate* e-mail accounts?  Many
ISPs provide a "family account" in which the claimed separate accounts
are just aliases to the same mailbox.  That means anyone using the
alias to the same mailbox will see the e-mails addressed to all
aliases for that mailbox.  It also means when one person connects
using an alias that the e-mails won't be there for anyone else using a
different alias.  You need to find out if you really got 5 separate
mailboxes or if you got 5 aliases to the same mailbox.  Your e-mail
provider will know.

The problem is that your five addresses are, in reality, the same address.
Even though they look different, your ISP places them all in the same
mailbox on the server.  Thus, Outlook cannot distinguish the messages as
being separate recipients.  One thing you can do is to create a rule for
EACH user that will delete all messages except for those whose recipient
address contains the individual's address.  In order for this to work well,
each individual will need to configure his or her account to leave copies of
messages on the server so that the others will be able to download them as
well.  Periodically, one of you should use the web interface and delete the
messages that have been downloaded already so that you don't fill up the
mailbox.