My team uses a shared Office 365 email account. We would like to have hyperlinks to specific emails in our knowledge base wiki documents. Is there a way to do this? Does SharePoint have some special way to connect to Outlook, or should I somehow find a URL to the email and just insert it as a link to that URL?
There is no intelligent way for SharePoint to create the links pointed to email ID's.
you can use programmatic way by using CSOM or object model to create the pages dynamically but it all depends on the actual need to really automate this.