Microsoft_Graph is used to connect to Entra ID (formerly Azure AD), then run commands against objects such as Users or Groups

Prerequisites

Install

Before you can connect to Microsoft Graph for the first time on a machine, you will need to install it. Here is the command to install it:

Install-Module -Name Microsoft.Graph

Update

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 Microsoft.Graph

Import

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 Microsoft.Graph

Commands

Connect to Microsoft Graph

Before you can run commands like Get-MgUser, you need to connect to a tenant. It will remember, or try to figure out, what tenant you want to connect to automatically, so I find it best to explicitly state which tenant to connect to.

When explicitly stating what tenant to connect to, you can use partner credentials to authenticate.

Connect-MgGraph –Scopes "User.ReadWrite.All", "Group.ReadWrite.All" -TenantID "domain.onmicrosoft.com"

More Information

Here is a link to a graph with a list of Azure AD cmdlets and the Graph counterparts.
Find Azure AD and MSOnline cmdlets in Microsoft Graph PowerShell

Microsoft Graph PowerShell Documentation