How to Connect SharePoint Online via PowerShell

Check Module:

Get-Module -Name Microsoft.Online.SharePoint.PowerShell -ListAvailable | Select Name,Version

Install Module:

Install-Module -Name Microsoft.Online.SharePoint.PowerShell

Connect SPO Script

$adminUPN="username@domain.name"
$orgName="nida365"
$userCredential = Get-Credential -UserName $adminUPN -Message "Type the password."
Connect-SPOService -Url https://$orgName-admin.sharepoint.com -Credential $userCredential