Login to cloud Exchange admin console using Microsoft Edge. Click on Hybrid and the configure button for powershell.

You will still need to install the remote management module. On my computer I ran into issues with an error accessing the url when trying to run install-module. This ended up being a TLS error that can be resolved by running.
[Net.ServicePointManager]::SecurityProtocol = [Net.SecurityProtocolType]::Tls12
Install-Module -Name ExchangeOnlineManagement
Import-module exchangeonlinemanagement
Connect-ExchangeOnline