These connection instructions use modern authentication and work with or without multifactor authentication (MFA).
1. In a PowerShell window load the EXO V2 module by running the following command: Import-Module ExchangeOnlineManagement
Import-Module ExchangeOnlineManagement
2. The command that you will need to run uses the follow sytax:
Connect-IPPSSession -UserPrincipalName <UPN> [-ConnectionUri <URL>] [-AzureADAuthorizationEndpointUri <URL>] [-PSSessionOption $ProxyOptions]