This blog post will explain how to Install the Azure AD PowerShell Module. It is very simple to do, but I found this documentation a little difficult to find so I am blogging it here so that I can easily find it!
Firstly make sure to start PowerShell as Administrator:
The next step is to install the Azure AD module from the PowerShell command line:
Finally to connect to Azure AD, simply issue the command Connect-AzureAD: