This video will show you the process of setting up PowerShell on a new clean Windows 10 environment to support working with Microsoft 365. Basically, you grab my free set up script here –
https://github.com/directorcia/Office365/blob/master/o365-setup.ps1
and paste that into an elevated PowerShell window and run it. The required PowerShell cloud modules will then be installed into your environment, making it ready to connect to Microsoft 365, Azure, Intune, etc.
Here is a direct link to the video: