This post details how to connect to Azure AD using the Azure AD PowerShell for Graph module.
Install Module
From an elevated Windows PowerShell command prompt, run the following command.
Install-Module AzureAD
If you are warned about installing the modules from an untrusted repository, press A, and then enter.
Upgrade Module
In this example, I already have the module installed (version 2.0.2.4), but can install a newer version (2.0.2.16) using the -Force parameter.
Install-Module AzureAD -Force
Connect
With the module installed, connect to Azure AD using the following command.
Connect-AzureAD
Enter your username, click Next.
Enter your password, click Sign in.
Enjoy 🙂