If you click onto the device you are trying to sync and click on the Info tab.
Is the Sync Calendar option turn on?
Is it set to sync with outlook?
If both are yes, then you may need to turn it off, sync, then turn it on again.
Are the events older than 30 days? You may need to uncheck the 30 day checkbox.
Do the events you create in outlook have the same color as the events that you create in the device?
If not, then you are creating events in the device in a different calendar.
You will probably want to set the default calendar to the Outlook calendar (probably named Calendar), you can find the setting in Settings->Mail and Calendars.