Outlook calendar is highly customizable. First of all, you can change some settings by going into Tools -> Options -> Calendar Options:
* Select the days of the week to include in the default view
* Select whether Sunday or Monday is the first day of the week.
If you select the days of the calendar that you want to see, by highlighting the days in the upper left hand corner (mini-calendar), then that is what will appear on the big calendar in the main window pane. And this view will stay there, even after you close and reopen Outlook.
Also, the buttons at the top of the calendar allow you to switch between the day, week and monthly views very quickly. The one you choose stays that way until you select a different view.