In Windows Phone 8.1, the Outlook Tasks are located in the
Calendar app > extend the application bar >
But I can't find them in Windows Phone 10 Preview anymore. Where did they go ? Are they still accessible ?
Outlook on Windows 10 mobile is a lot similar to the new Outlook app on other platforms. As you can see in the suggestion section on the Outlook for Android, this feature does'nt exists on Android. It is probably the same thing on Windows 10 mobile for the moment.
Alternatively you could use Wunderlist (https://www.wunderlist.com/) which is cross-platform, and that Microsoft bought in 2015. (http://blogs.microsoft.com/blog/2015/06/02/welcome-6wunderkinder-microsoft-acquires-wunderlist/)
Update: The lack of task support in outlook for the moment is officially acknowledged here: https://www.microsoft.com/en-gb/windows/windows-10-specifications?OCID=win10_null_vanity_win10specs