This is a quick a quick guide to performing the steps needed to connect to AzureAD instance for management via PowerShell
Run the below PowerShell commands to install the necessary modules and connect to them:
Register-PSRepository -Default
Install-Module MSOnline
Import-Module MSOnline
Install-Module -Name Az -AllowClobber -Scope AllUsers
Install-Module AzureAD
Connect-AzureAD
Then put in your credentials
You can then test with something like the below:
Get-AzureADApplication | Export-Csv c:\temp\SSOApps.csv