The ExchangeOnlineManagement module is used to connect to Exchange Online and run commands against objects in Exchange (Users, Groups, etc.)
Prerequisites
Install
Before you can connect to Exchange Online for the first time on a machine, you will need to install it. Here is the command to install it:
Install-Module -Name ExchangeOnlineManagementUpdate
Occasionally, Microsoft will update the module, in that case, you can use the following command to update to the latest version of the module
Update-Module -Name ExchangeOnlineManagementImport
Normally, you should not need to import it, it should import automatically when you run commands, but if you get an error about the command missing, you can try importing the module.
Import-Module -Name ExchangeOnlineManagementCommands
Connect with the Tenant’s Global Admin
This will open a browser window for login. Use the global admin for the tenant you want to manage
Connect-ExchangeOnlineConnect Using Your Partner Access
This will open a browser window for login. Use your partner credentials to authenticate
Connect-ExchangeOnline -DelegatedOrganization domain.onmicrosoft.com