Welcome to BlackBerry Forums.
Included with your BlackBerry was a CD which has a program on it called "Desktop Manager". Included in Desktop Manager is software which will allow you to sync Calendar, Notes, Contacts and Tasks with the BB.
You can not sync e-mail between Outlook and a BlackBerry. E-mail is forwarded (pushed) to the BlackBerry.
Please check out BlackBerry FAQ - BlackBerryFAQ
for loads of information for new BlackBerry customers. Good luck!