The Exchange Online Remote PowerShell Module needs to be installed on your computer:
Open the Exchange admin center (EAC) for your Exchange Online organization. For instructions, see Exchange admin center in Exchange Online.
In the EAC, go to Hybrid > Setup and click the appropriate Configure button to download the Exchange Online Remote PowerShell Module for multi-factor authentication.
In the Application Install window that opens, click Install.
Open
C:\Users\%username%\AppData\Roaming\Microsoft\Windows\Start Menu\Programs\Microsoft Corporation\Microsoft Exchange Online Powershell Module.appref-ms
Run
Connect-EXOPSSession -UserPrincipalName [email protected]
Powershell
https://gallery.technet.microsoft.com/Office-365-Connection-47e03052
Video to Send User
https://channel9.msdn.com/posts/Multi-Factor-Account-Setup