Connecting to Office 365 with Azure Powershell

To connect to Azure Powershell, ensure that Azure Poweshell is installed. Download Azure Powershell

Open the Azure Powershell Module

Run the following command and enter the admin credentials for the given domain

$credential = Get-Credential

Create a new session using the the $credential variable set above

$Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://outlook.office365.com/powershell-liveid/ -Credential $credential -Authentication Basic -AllowRedirection

Import-PSSession $Session

Once connected you can then perform actions on your mailboxes.