There are numerous Exchange Online functions that can only be performed through PowerShell, such as:
Setting mailbox permissions
Creating a shared mailbox
Allowing users to send on behalf of other users
Any Windows 7 (or above) computer is capable of running Windows PowerShell commands against Exchange Online. You can also create PowerShell scripts to automate functions and actions if you plan to perform them regularly.
Note
It is important to note that PowerShell sessions may become inactive after 15 minutes of idle time, so make sure you know what commands you wish to run before creating the connection.
Connecting to Exchange Online with PowerShell involves a few steps:
Load Windows PowerShell (search for it via the Start menu).
Specify your Office 365 administrative credentials:
$cred = Get-Credential
Establish a new PowerShell session with the Exchange Online interface:
$s = New-PSSession -ConfigurationName Microsoft.Exchange - ...