Hi Vikas,
Per the error message, it seems that you failed to connect to Exchange Online Using Remote PowerShell.
You can connect to Exchange Online with the following steps:
1. Open Windows PowerShell.
2. Run the following command.
$UserCredential = Get-Credential
3. In the Windows PowerShell Credential Request dialog box, type the user name and password of an account in your Exchange Online organization, and then click OK.
4. Run the following command.
$Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://ps.outlook.com/powershell/ -Credential
5. Run the following command.
Import-PSSession $Session
For the detailed information, please refer to Connect to Exchange Online Using Remote PowerShell
Please just use the Operating system built-in PowerShell to do the steps above, do not use the
Windows Azure Active Directory Module for Windows PowerShell (32-bit version)
If there is anything unclear, please feel free to post in this thread.
Thanks,
Allen Qiu