Use the following Powershell script to connect to Azure Active Directory and Microsoft O365. This enables you to use all the O365 Powershell commands.
#Connecting to Exchange Online and Azure Active Directory #This first command will import the Azure Active Directory module into your PowerShell session. Import-Module MSOnline #Capture administrative credential for future connections. $credential = get-credential #Establishes Online Services connection to Azure Active Directory Connect-MsolService -Credential $credential #Creates an Exchange Online session $ExchangeSession = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://ps.outlook.com/powershell -Credential $credential -Authentication Basic -AllowRedirection #Import session commands Import-PSSession $ExchangeSession
(Download the Powershell plugin here)