Connect to Exchange Online PowerShell – Microsoft Docs

Set-ExecutionPolicy RemoteSigned # Windows only
$UserCredential = Get-Credential
$Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://outlook.office365.com/powershell-liveid/ -Credential $UserCredential -Authentication Basic -AllowRedirection
Import-PSSession $Session -DisableNameChecking
Remove-PSSession $Session # logout