When the new account setup dialog was added to Outlook, the ability to create new a "no mail" profile was removed. This ability is in the process of being restored, coming first to the Insider builds.

If you use an older version of Outlook, instructions to create a "no mail" profile are at How to Create a "No Mail" Profile

As of Outlook 2016 Version 1709 Build 8518.1000, you can use a command line switch, /PIM, to start Outlook with a new, no mail, profile.

Press Windows key + R to open the Run command, then type (or paste) Outlook.exe /PIM profilename and then click OK. Note: if the profile name you use contains spaces, you'll need to use quotes around it: Outlook.exe /PIM "profile name"

This creates a profile with a new Outlook data file; if you want to use an existing data file, add it to the profile after Outlook opens. Go to File, Account Settings, Data Files tab and add the existing data file. Set it as default and remove the one Outlook created. Note: you may need to restart Outlook before you can remove the first data file.

If you have an older version of Outlook 2016 (with the new account setup dialog), you need to create a profile with an email account in it then delete the account from the profile.

If you want to use Outlook 2016 as a PIM (personal information manager) without an email account currently you need to:

1. Start Outlook or open Control Panel then find and open Mail.
2. If you are creating the profile from the Control Panel, click Add Profile and enter an name for your profile.
3. Enter an email address. If you don't have an email address, create one at Outlook.com or Gmail.
   
4. Start Outlook with your new profile.
5. Go to File, Account Settings, Data File tab
6. Add a Personal Folder data file (1) and set it as the default (2).
   
7. Restart Outlook.
8. Go to File, Account Settings, Email tab and delete the email account.