Here is to connect M365 through the powershell. Installing the module is required. Please always disconnect after you are done doing the task to clear the sesson.

Azure AD

Connect-azureAD # Connect Azure AD 
Disconnect-AzureAD # Disconnect Azure AD 

Az

Connect-AzAccount # Connect AzAccount 
Get-AzSubscription # Check current AZ subscription
Connect-AzAccount # Disconnect AzAccount

Msol

Connect-MsolService # Connect MsolService
[Microsoft.Online.Administration.Automation.ConnectMsolService]::ClearUserSessionState() # Disonnect MsolService

Exchange Online

Connect-ExchangeOnline # Connect ExchangeOnline
Disconnect-ExchangeOnline # Disconnect ExchangeOnline

MS Teams

Install-Module -Name PowerShellGet -Force -AllowClobber

Install-Module -Name MicrosoftTeams -Force -AllowClobber

Ref: https://learn.microsoft.com/en-us/microsoftteams/teams-powershell-install

Alternative:

Install-Module -Name MicrosoftTeams

Update-Module MicrosoftTeams

Connect MS Teams

Connect-MicrosoftTeams

Disconnect MS Teams

Disconnect-MicrosoftTeams