I usually have to connect to Office 365 via PowerShell at least once per day. I had the following function stored in my PowerShell Profile:

function Connect-O365 
{
	$UserCredential = Get-Credential
	$Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri "https://ps.outlook.com/powershell/" -Credential $UserCredential -Authentication Basic -AllowRedirection
	Import-PSSession $Session
	Connect-MsolService -Credential $UserCredential
}

This allowed me to just open PowerShell and type Connect-O365 to connect to Office 365 instead of looking up the Session information and all of the cmdlets needed. One of the issues I faced was the lack of multi-factor authentication support. To connect to Exchange Online or Security and Compliance Center using multi-factor authentication you must use another module that is found in your tenant. Also, when you install this module it gets buried in your local app data folder.

So I decided to just re-do the entire function, allowing it to connect to the following Office 365 services:

• Exchange Online
• Skype for Business
• SharePoint Online
• Security and Compliance Center
• Azure AD v2
• Azure AD v1 (MSOnline)
• Microsoft Teams

By calling the MFA switch we can also connect to all of the above services while utilizing multi-factor authentication. The function also allows us to connect to multiple services at once by calling the parameter. If I wanted to connect to Azure AD v1 (MSOnline), Exchange Online and Teams without using multi-factor authentication I can type:

Connect-Office365 -Service Teams, Exchange, MSOnline

If I wanted to use multi-factor authentication I could type:

Connect-Office365 -Service Exchange, MSOnline, Teams -MFA

Modules

The following modules are used and will be needed if you plan on connecting to the relevant Office 365 service. You do not need to have every module installed if you are not going to connect to its service.

Exchange

1. EXOPSSession (Only needed if you use multi-factor authentication)

Skype for Business

1. SkypeOnlineConnector

SharePoint

1. Microsoft.Online.SharePoint.PowerShell

Security and Compliance Center

1. EXOPSSession (Only needed if you use multi-factor authentication)

Azure AD V2

1. AzureAD

Azure AD V1 (MSOnline)

1. MSOnline

Microsoft Teams

1. MicrosoftTeams

Features

Credential Pass Through

If you do not utilize multi-factor authentication then you will only be prompted once for credentials. The function will store the credential object in a variable and pass it to each service you connect to. This allows you to connect to multiple services without having to enter in your credentials for each individual one. Due to how multi-factor authentication works in regards to the token, this is not possible if you use MFA.

Auto Import MFA Module

As I mentioned earlier the Exchange MFA module hides itself deep inside your Local App Data folder. The function will parse your app data folder and find the full path to the module and then load it into memory.

$getChildItemSplat = @{
						Path = "$Env:LOCALAPPDATA\Apps\2.0\*\CreateExoPSSession.ps1"
						Recurse = $true
						ErrorAction = 'SilentlyContinue'
						Verbose = $false
					}
					$MFAExchangeModule = ((Get-ChildItem @getChildItemSplat | Select-Object -ExpandProperty Target -First 1).Replace("CreateExoPSSession.ps1", ""))

Once we store the path in a variable we can dot source the script to import the module

. "$MFAExchangeModule\CreateExoPSSession.ps1"

Service Connection Status

The host title bar will append which services you are connected to. It will do a quick connection verification prior to appending the title bar text. If unable to connect it will not appear in the title bar.

Download

GitHub

function Connect-Office365
{
<#
	.NOTES
		===========================================================================
		Created on:   	2/4/2019 10:42 PM
		Created by:   	Bradley Wyatt
		E-Mail:		[email protected]
		GitHub:		https://github.com/bwya77
		Website:	https://www.thelazyadministrator.com
		Organization: 	Porcaro Stolarek Mete Partners; The Lazy Administrator
		Filename:     	Connect-Office365.ps1
		Version: 	1.0.4
	
		Contributors:   /u/Sheppard_Ra
	
		Changelog:
			1.0.4
				- Host title will add a service or services you are connected to. If unable to connect it will not display connection status until connection is valid
		===========================================================================

    .SYNOPSIS
        Connect to Office 365 Services

    .DESCRIPTION
        Connect to different Office 365 Services using PowerShell function. Supports MFA.

    .PARAMETER MFA
		Description: Specifies MFA requirement to sign into Office 365 services. If set to $True it will use the Office 365 ExoPSSession Module to sign into Exchange & Compliance Center using MFA. Other modules support MFA without needing another external module

    .PARAMETER Exchange
		Description: Connect to Exchange Online

    .PARAMETER SkypeForBusiness
		Description: Connect to Skype for Business

    .PARAMETER SharePoint
		Description: Connect to SharePoint Online

	.PARAMETER SecurityandCompliance
		Description: Connect to Security and Compliance Center

	.PARAMETER AzureAD
		Description: Connect to Azure AD V2

	.PARAMETER MSOnline
		Type: Switch
		Description: Connect to Azure AD V1

	.PARAMETER Teams
		Type: Switch
		Description: Connect to Teams

    .EXAMPLE
		Description: Connect to SharePoint Online
        C:\PS> Connect-Office365 -SharePoint

    .EXAMPLE
		Description: Connect to Exchange Online and Azure AD V1 (MSOnline)
        C:\PS> Connect-Office365 -Service Exchange, MSOnline

    .EXAMPLE
		Description: Connect to Exchange Online and Azure AD V2 using Multi-Factor Authentication
        C:\PS> Connect-Office365 -Service Exchange, MSOnline -MFA

	.EXAMPLE
		Description: Connect to Teams and Skype for Business
        C:\PS> Connect-Office365 -Service Teams, SkypeForBusiness
	
	.EXAMPLE
		Description: Connect to SharePoint Online
		 C:\PS> Connect-Office365 -Service SharePoint -SharePointOrganizationName bwya77 -MFA

    .LINK
        Online version:  https://www.thelazyadministrator.com/2019/02/05/powershell-function-to-connect-to-all-office-365-services

#>
	
	[OutputType()]
	[CmdletBinding(DefaultParameterSetName)]
	Param (
		[Parameter(Mandatory = $True, Position = 1)]
		[ValidateSet('AzureAD', 'Exchange', 'MSOnline', 'SecurityAndCompliance', 'SharePoint', 'SkypeForBusiness', 'Teams')]
		[string[]]$Service,
		[Parameter(Mandatory = $False, Position = 2)]
		[Alias('SPOrgName')]
		[string]$SharePointOrganizationName,
		[Parameter(Mandatory = $False, Position = 3, ParameterSetName = 'Credential')]
		[PSCredential]$Credential,
		[Parameter(Mandatory = $False, Position = 3, ParameterSetName = 'MFA')]
		[Switch]$MFA
	)
	
	$getModuleSplat = @{
		ListAvailable = $True
		Verbose	      = $False
	}
	
	If ($MFA -ne $True)
	{
		Write-Verbose "Gathering PSCredentials object for non MFA sign on"
		$Credential = Get-Credential -Message "Please enter your Office 365 credentials"
	}
	
	ForEach ($Item in $PSBoundParameters.Service)
	{
		Write-Verbose "Attempting connection to $Item"
		Switch ($Item)
		{
			AzureAD {
				If ($null -eq (Get-Module @getModuleSplat -Name "AzureAD"))
				{
					Write-Error "SkypeOnlineConnector Module is not present!"
					continue
				}
				Else
				{
					If ($MFA -eq $True)
					{
						$Connect = Connect-AzureAD
						If ($Connect -ne $Null)
						{
							If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
							{
								$host.ui.RawUI.WindowTitle += " - Connected To: AzureAD"
							}
							Else
							{
								$host.ui.RawUI.WindowTitle += " - AzureAD"
							}
						}
						
					}
					Else
					{
						$Connect = Connect-AzureAD -Credential $Credential
						If ($Connect -ne $Null)
						{
							If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
							{
								$host.ui.RawUI.WindowTitle += " - Connected To: AzureAD"
							}
							Else
							{
								$host.ui.RawUI.WindowTitle += " - AzureAD"
							}
						}
					}
				}
				continue
			}
			
			Exchange {
				If ($MFA -eq $True)
				{
					$getChildItemSplat = @{
						Path = "$Env:LOCALAPPDATA\Apps\2.0\*\CreateExoPSSession.ps1"
						Recurse = $true
						ErrorAction = 'SilentlyContinue'
						Verbose = $false
					}
					$MFAExchangeModule = ((Get-ChildItem @getChildItemSplat | Select-Object -ExpandProperty Target -First 1).Replace("CreateExoPSSession.ps1", ""))
					
					If ($null -eq $MFAExchangeModule)
					{
						Write-Error "The Exchange Online MFA Module was not found!
        https://docs.microsoft.com/en-us/powershell/exchange/exchange-online/connect-to-exchange-online-powershell/mfa-connect-to-exchange-online-powershell?view=exchange-ps"
						continue
					}
					Else
					{
						Write-Verbose "Importing Exchange MFA Module"
						. "$MFAExchangeModule\CreateExoPSSession.ps1"
						
						Write-Verbose "Connecting to Exchange Online"
						Connect-EXOPSSession
						If ($Null -ne (Get-PSSession | Where-Object { $_.ConfigurationName -like "*Exchange*" }))
						{
							If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
							{
								$host.ui.RawUI.WindowTitle += " - Connected To: Exchange"
							}
							Else
							{
								$host.ui.RawUI.WindowTitle += " - Exchange"
							}
						}
					}
				}
				Else
				{
					$newPSSessionSplat = @{
						ConfigurationName = 'Microsoft.Exchange'
						ConnectionUri	  = "https://ps.outlook.com/powershell/"
						Authentication    = 'Basic'
						Credential	      = $Credential
						AllowRedirection  = $true
					}
					$Session = New-PSSession @newPSSessionSplat
					Write-Verbose "Connecting to Exchange Online"
					Import-PSSession $Session -AllowClobber
					If ($Null -ne (Get-PSSession | Where-Object { $_.ConfigurationName -like "*Exchange*" }))
					{
						If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
						{
							$host.ui.RawUI.WindowTitle += " - Connected To: Exchange"
						}
						Else
						{
							$host.ui.RawUI.WindowTitle += " - Exchange"
						}
					}
					
				}
				continue
			}
			
			MSOnline {
				If ($null -eq (Get-Module @getModuleSplat -Name "MSOnline"))
				{
					Write-Error "MSOnline Module is not present!"
					continue
				}
				Else
				{
					Write-Verbose "Connecting to MSOnline"
					If ($MFA -eq $True)
					{
						Connect-MsolService
						If ($Null -ne (Get-MsolCompanyInformation -ErrorAction SilentlyContinue))
						{
							If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
							{
								$host.ui.RawUI.WindowTitle += " - Connected To: MSOnline"
							}
							Else
							{
								$host.ui.RawUI.WindowTitle += " - MSOnline"
							}
						}
					}
					Else
					{
						Connect-MsolService -Credential $Credential
						If ($Null -ne (Get-MsolCompanyInformation -ErrorAction SilentlyContinue))
						{
							If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
							{
								$host.ui.RawUI.WindowTitle += " - Connected To: MSOnline"
							}
							Else
							{
								$host.ui.RawUI.WindowTitle += " - MSOnline"
							}
						}
					}
				}
				continue
			}
			
			SecurityAndCompliance {
				If ($MFA -eq $True)
				{
					$getChildItemSplat = @{
						Path = "$Env:LOCALAPPDATA\Apps\2.0\*\CreateExoPSSession.ps1"
						Recurse = $true
						ErrorAction = 'SilentlyContinue'
						Verbose = $false
					}
					$MFAExchangeModule = ((Get-ChildItem @getChildItemSplat | Select-Object -ExpandProperty Target -First 1).Replace("CreateExoPSSession.ps1", ""))
					If ($null -eq $MFAExchangeModule)
					{
						Write-Error "The Exchange Online MFA Module was not found!
        https://docs.microsoft.com/en-us/powershell/exchange/exchange-online/connect-to-exchange-online-powershell/mfa-connect-to-exchange-online-powershell?view=exchange-ps"
						continue
					}
					Else
					{
						Write-Verbose "Importing Exchange MFA Module (Required)"
						. "$MFAExchangeModule\CreateExoPSSession.ps1"
						
						Write-Verbose "Connecting to Security and Compliance Center"
						Connect-IPPSSession
						If ($Null -ne (Get-PSSession | Where-Object { $_.ConfigurationName -like "*Exchange*" }))
						{
							If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
							{
								$host.ui.RawUI.WindowTitle += " - Connected To: Security and Compliance Center"
							}
							Else
							{
								$host.ui.RawUI.WindowTitle += " - Security and Compliance Center"
							}
						}
					}
				}
				Else
				{
					$newPSSessionSplat = @{
						ConfigurationName = 'Microsoft.SecurityAndCompliance'
						ConnectionUri	  = 'https://ps.compliance.protection.outlook.com/powershell-liveid/'
						Authentication    = 'Basic'
						Credential	      = $Credential
						AllowRedirection  = $true
					}
					$Session = New-PSSession @newPSSessionSplat
					Write-Verbose "Connecting to SecurityAndCompliance"
					Import-PSSession $Session -DisableNameChecking
					If ($Null -ne (Get-PSSession | Where-Object { $_.ConfigurationName -like "*Exchange*" }))
					{
						If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
						{
							$host.ui.RawUI.WindowTitle += " - Connected To: Security and Compliance Center"
						}
						Else
						{
							$host.ui.RawUI.WindowTitle += " - Security and Compliance Center"
						}
					}
				}
				continue
			}
			
			SharePoint {
				If ($null -eq (Get-Module @getModuleSplat -Name Microsoft.Online.SharePoint.PowerShell))
				{
					Write-Error "Microsoft.Online.SharePoint.PowerShell Module is not present!"
					continue
				}
				Else
				{
					If (-not ($PSBoundParameters.ContainsKey('SharePointOrganizationName')))
					{
						Write-Error 'Please provide a valid SharePoint organization name with the -SharePointOrganizationName parameter.'
						continue
					}
					
					$SharePointURL = "https://{0}-admin.sharepoint.com" -f $SharePointOrganizationName
					Write-Verbose "Connecting to SharePoint at $SharePointURL"
					If ($MFA -eq $True)
					{
						$SPOSession = Connect-SPOService -Url $SharePointURL
						If ($Null -ne (Get-SPOTenant))
						{
							If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
							{
								$host.ui.RawUI.WindowTitle += " - Connected To: SharePoint Online"
							}
							Else
							{
								$host.ui.RawUI.WindowTitle += " - SharePoint Online"
							}
						}
					}
					Else
					{
						$SPOSession = Connect-SPOService -Url $SharePointURL -Credential $Credential
						If ($Null -ne (Get-SPOTenant))
						{
							If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
							{
								$host.ui.RawUI.WindowTitle += " - Connected To: SharePoint Online"
							}
							Else
							{
								$host.ui.RawUI.WindowTitle += " - SharePoint Online"
							}
						}
					}
				}
				continue
			}
			
			SkypeForBusiness {
				Write-Verbose "Connecting to SkypeForBusiness"
				If ($null -eq (Get-Module @getModuleSplat -Name "SkypeOnlineConnector"))
				{
					Write-Error "SkypeOnlineConnector Module is not present!"
				}
				Else
				{
					# Skype for Business module
					Import-Module SkypeOnlineConnector
					If ($MFA -eq $True)
					{
						$CSSession = New-CsOnlineSession
						Import-PSSession $CSSession -AllowClobber
						If ($Null -ne (Get-CsOnlineDirectoryTenant))
						{
							If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
							{
								$host.ui.RawUI.WindowTitle += " - Connected To: Skype for Business"
							}
							Else
							{
								$host.ui.RawUI.WindowTitle += " - Skype for Business"
							}
						}
					}
					Else
					{
						$CSSession = New-CsOnlineSession -Credential $Credential
						Import-PSSession $CSSession -AllowClobber
						If ($Null -ne (Get-CsOnlineDirectoryTenant))
						{
							If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
							{
								$host.ui.RawUI.WindowTitle += " - Connected To: Skype for Business"
							}
							Else
							{
								$host.ui.RawUI.WindowTitle += " - Skype for Business"
							}
						}
					}
				}
				continue
			}
			
			Teams {
				If ($null -eq (Get-Module @getModuleSplat -Name "MicrosoftTeams"))
				{
					Write-Error "MicrosoftTeams Module is not present!"
				}
				Else
				{
					Write-Verbose "Connecting to Teams"
					If ($MFA -eq $True)
					{
						$TeamsConnect = Connect-MicrosoftTeams
						If ($Null -ne ($TeamsConnect))
						{
							If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
							{
								$host.ui.RawUI.WindowTitle += " - Connected To: Microsoft Teams"
							}
							Else
							{
								$host.ui.RawUI.WindowTitle += " - Microsoft Teams"
							}
						}
					}
					Else
					{
						$TeamsConnect = Connect-MicrosoftTeams -Credential $Credential
						If ($Null -ne ($TeamsConnect))
						{
							If (($host.ui.RawUI.WindowTitle) -notlike "*Connected To:*")
							{
								$host.ui.RawUI.WindowTitle += " - Connected To: Microsoft Teams"
							}
							Else
							{
								$host.ui.RawUI.WindowTitle += " - Microsoft Teams"
							}
						}
					}
				}
				continue
			}
			Default { }
		}
	}
}