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