Once upon a time there was a need to download an MSI and to install the SharePoint PowerShell Module that way, however, as all useful and trusted modules do one day it now can be found in the PowerShell Gallery at this link: Microsoft.
So, to install the module, run PowerShell as administrator and type …
Install-Module -Name Microsoft.Online.SharePoint.PowerShell
Then to bring it in to use by sending this command …
Import-Module -Name Microsoft.Online.SharePoint.PowerShell
Now we have the module, installed and imported to the session let's connect …
Connect-SPOService -Url https://alanlearnsstuff12345-admin.sharepoint.com
When Prompted type in your Admin Credentials in the usual way.
You can verify the connection is successful by running the Get-SPOSite cmdlet to return a list of all site collections, as follows: Get-SPOSite
To view the organization-level site collection properties, run the following command and press ENTER: Get-SPOTenant
To disconnect from the SharePoint Online service when finished, run the following command: Disconnect-SPOService
I have tested the above by running the same command from above, Get-SpoSite yet it clearly states, `No Connection Available`.
Note: This blog post will be referred to from other more indepth blog posts using that harness the SharePoint Online Management Shell.