Connect to Exchange Online Power Shell using multi-factor authentication

The Exchange Online Remote Power Shell Module needs to be installed on your computer

• Open Internet Explorer or Edge
• Go to Exchange Admin Center
  
  
• Go to Hybrid ==> setup

• Click the Configure button to download the Exchange Online Remote Power Shell Module for multi-factor authentication.

• In the Application Install window that opens
• Click Install.
• Open Microsoft Exchange Online Power shell Module
  
  

Run Following command

Connect-EXOPSSession –UserPrincipalName admin@yourdomain.com

• This throws the credentials prompt
  
  
  
  
• Enter the password
  
  
  Verification code is sent on your number
• Provide the verification code 
• If you don’t receive any errors, you are connected successfully. 🙂

If you are not using Multi-Factor Authentication follow this Link
Connect to Exchange Online Power Shell