Office 365/Azure AD
Microsoft Online Services Sign-in Assistant for IT Professionals
PS C:\>Install-Module MSOnline
PS C:\>$credential = Get-Credential
PS C:\>Connect-MsolService -Credential $Credential
Azure AD
PS C:\>Install-Module AzureAD
PS C:\>Connect-AzureAD
Exchange Online
PS C:\>$credential = Get-Credential
PS C:\>$exosession = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://outlook.office365.com/powershell-liveid -Credential $credential -Authentication Basic –AllowRedirection
PS C:\>Import-PSSession $exosession
Microsoft Teams
PS C:\>Install-Module -Name MicrosoftTeams
PS C:\>Install-Module -Name MicrosoftTeams -AllowClobber
PS C:\>Connect-MicrosoftTeams
Skype for Business Online
Skype for Business Online PowerShell Module
PS C:\>$credential = Get-Credential
PS C:\>$skypesession = New-CsOnlineSession -Credential $credential
PS C:\>Import-PSSession $skypesession
SharePoint Online
SharePoint Online Management Shell
PS C:\>$Credential = Get-Credential
PS C:\>Connect-SPOService -url https://yourtenantname-admin.sharepoint.com -Credential $credential
ex. Connect-SPOService -url https://my365-admin.sharepoint.com -Credential $credential
PS C:\>Get-Command -Noun SPO*
Security and Compliance Center
PS C:\>$credential = Get-Credential
PS C:\>$ccsession = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://ps.compliance.protection.outlook.com/powershell-liveid/ -Credential $Credential -Authentication Basic -AllowRedirection
PS C:\>Import-PSSession $ccsession