Go here to download the Management Shell:

Once installed click start and type SharePoint management shell to find and open the shortcut

Type: Connect-SPOService

When it asks for URL type the admin url of your sharepoint site for example:


For my office365 instance simply add -admin to your domain name before sharepoint.com

Reference: https://docs.microsoft.com/en-us/powershell/module/sharepoint-online/connect-sposervice?view=sharepoint-ps