How to connect to Office 365 with PowerShell

Before connecting for the first time, enable Windows PowerShell to run signed scripts:

• Set-ExecutionPolicy RemoteSigned

Every time you want to connect, run the following commands:

• $UserCredential = Get-Credential (enter your Office 365 username & password)
• $Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://outlook.office365.com/powershell-liveid/ -Credential $UserCredential -Authentication Basic -AllowRedirection
• Import-PSSession $Session

And don’t forget to close your session when you’re done:

• Remove-PSSession $Session

[source: https://technet.microsoft.com/en-us/library/jj984289(v=exchg.160).aspx ]