By default Outlook.com keeps a copy of the messages you send in the Sent folder. You can disable this feature at any moment by going into Outlook's settings, but it should be noted that it won't affect the way you use Outlook.com with email client software. Sent messages are automatically saved when POP is enabled.
Sign-in to Outlook.com and click on Settings (cog icon) > Options. Go to the Writing email section and then click on Saving sent messages:
Select Don't save sent messages and click on Save: