Install the Exchange Online PowerShell Module

https://lazyadmin.nl/powershell/install-exchange-online-powershell-module/

1. Set the Execution Policy for your computer to allow running RemoteSigned modules

Set-ExecutionPolicy RemoteSigned

1. Check if you already have the PowerShell NuGet module installed

Get-Module PowerShellGet -ListAvailable

1. Install the latest version of the PowerShell NuGet module

Install-Module PowerShellGet -Force -AllowClobber

1. Install the Exchange Online PowerShell Module

Install-Module -Name ExchangeOnlineManagement

1. If you can't (or don't want to) open your PowerShell/Terminal with elevated permissions, you can install it for the Current User

Install-Module -Name ExchangeOnlineManagement -Scope CurrentUser

1. Connect to Exchange Online

Connect-ExchangeOnline -UserPrincipalName admin@contoso.com -ShowBanner:$false

1. Disconnect from Exchange Online when done

Disconnect-ExchangeOnline -Confirm:$false