I found in the documentation of the \"Outlook Mail REST API\" (https://msdn.microsoft.com/office/office365/APi/mail-rest-operations) that it applies to \"Exchange Online | O
The Outlook REST APIs are not yet fully supported for on-premise Exchange installations. A subset of the REST APIs are present in Exchange 2016 today, but we will be bringing much more functionality to on-premise Exchange 2016 REST APIs in the near-future.
In the meantime, if you really need to connect to on-premise Exchange the main option you have is Exchange Web Services and Exchange Active Sync.