You'll find bellow the 3 PowerShell lines necessary to connect to Exchange Online :
$Credentials = Get-Credential
$Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://outlook.office365.com/powershell-liveid/ -Credential $Credentials -Authentication Basic -AllowRedirection
Import-PSSession $Session
The first line will result by prompting you for an Office 365 login and password.
