The Microsoft’s Software as a Services (SaaS) offering is a set of different components, that I like to call building block, that sits on top of what is called Office365.
The basic components are:

1. Office365 (Main Component to manage Domains, Users, Licenses, etc)
   1. Exchange Online
   2. SharePoint Online
   3. Skype for Business
   4. Office ProPlus
   5. Yammer

In this particular guide, we will be connecting to Office365 (the main building block) via PowerShell where we will be able to automate the licenses assignment, manage our domain or change the login name of our users.

To connect to Office we just need to follow three basic steps:

1. Install the required software:
   • Install the 64-bit version of the Microsoft Online Services Sign-in Assistant: Microsoft Online Services Sign-in Assistant for IT Professionals RTW.
   • Install the 64-bit version of the Windows Azure Active Directory Module for Windows PowerShell: Windows Azure Active Directory Module for Windows PowerShell (64-bit version)
2. Open the Windows Azure Active Directory Module: Search for the Windows Azure Active Directory Module for Windows PowerShell
3. Connect to your Office365 Tenant

$UserCredential = Get-Credential
Connect-MsolService -Credential $UserCredential 

After running the last command you will see no response. Therefore, I suggest you to request any information to the Office365 servers to confirm the connection. For instance, you can do Get-MsolAccountSku to return your current Office365 subscriptions.