You should find that this is possible:
1)  Goto New -> Text Messages
2)  Click on ‘To…..’
3)  You should have 2 sets of Address Books available:
Outlook Address Book – This is the normal address book for sending emails
Mobile Address Book – Contact for send SMS messages
After you create an Outlook Mobile Service account, a Mobile Address Book is created automatically. This address book contains all the contacts in your Outlook Contacts folder who have their mobile phone numbers listed.