Right now flagged emails in Outlook aren't synced automatically to Microsoft To-Do. While we work to bring that feature to Microsoft To-Do in the future, you can use Microsoft Flow to add your flagged emails to Microsoft To-Do.
To do so, you first need to log in to Microsoft Flow using the same Microsoft account that you use with both Outlook and Microsoft To-Do. Then just select Office 365 Outlook from the list of services. and choose When an email is flagged as the trigger.
Then select +New step and Add an action.
Enter Microsoft To-Do in the action search field and select Microsoft To-Do - Add a to-do from the search results.
Then you can choose which task details should be automatically filled. If you select Add dynamic content you can choose to use the same task details from Outlook, like the subject or task name and due date.