In this blog post, I will cover the principles of Installing the Microsoft SharePoint Online (O365) Management Shell Tools.
Firstly you will need to navigate to the following web address below
https://www.microsoft.com/en-us/download/details.aspx?id=35588

Download the SharePointOnlineManagementShell_xxxxxxxxx_x64_en-us.msi Setup MSI

Launch the SharePoint Online Management Shell Installer

Accept the ‘EULA’

Installation Completed!

Now open an Administrative PowerShell Window, to check that the Module has been successfully installed we can use the following command
Get-Module -ListAvailable | Where-Object Name -eq 'Microsoft.Online.SharePoint.PowerShell' | Format-List

Next, we can import the module into the Powershell Session
Import-Module -Name 'Microsoft.Online.SharePoint.PowerShell' -Verbose

Finally, we can get the commands useable
Get-Command -Module 'Microsoft.Online.SharePoint.Powershell'
CommandType Name Version Source
----------- ---- ------- ------
Cmdlet Add-SPOGeoAdministrator 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Add-SPOHubSiteAssociation 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Add-SPOHubToHubAssociation 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Add-SPOOrgAssetsLibrary 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Add-SPOSiteCollectionAppCatalog 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Add-SPOSiteDesign 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Add-SPOSiteDesignTask 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Add-SPOSiteScript 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Add-SPOSiteScriptPackage 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Add-SPOTenantCdnOrigin 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Add-SPOTheme 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Add-SPOUser 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Approve-SPOTenantServicePrincipalPermissionGrant 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Approve-SPOTenantServicePrincipalPermissionRequest 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Connect-SPOService 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet ConvertTo-SPOMigrationEncryptedPackage 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet ConvertTo-SPOMigrationTargetedPackage 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Deny-SPOTenantServicePrincipalPermissionRequest 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Disable-SPOTenantServicePrincipal 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Disconnect-SPOService 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Enable-SPOCommSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Enable-SPOTenantServicePrincipal 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Export-SPOQueryLogs 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Export-SPOUserInfo 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Export-SPOUserProfile 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOAppErrors 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOAppInfo 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOBrowserIdleSignOut 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOBuiltInDesignPackageVisibility 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOCrossGeoMovedUsers 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOCrossGeoMoveReport 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOCrossGeoUsers 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPODataEncryptionPolicy 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPODeletedSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOExternalUser 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOGeoAdministrator 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOGeoMoveCrossCompatibilityStatus 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOGeoStorageQuota 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOHideDefaultThemes 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOHomeSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOHubSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOKnowledgeHubSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOMigrationJobProgress 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOMigrationJobStatus 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOMultiGeoCompanyAllowedDataLocation 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOMultiGeoExperience 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOOrgAssetsLibrary 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOOrgNewsSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOPublicCdnOrigins 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteCollectionAppCatalogs 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteContentMoveState 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteDataEncryptionPolicy 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteDesign 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteDesignRights 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteDesignRun 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteDesignRunStatus 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteDesignTask 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteGroup 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteRenameState 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteScript 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteScriptFromList 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteScriptFromWeb 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOSiteUserInvitations 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOStorageEntity 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOTenant 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOTenantCdnEnabled 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOTenantCdnOrigins 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOTenantCdnPolicies 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOTenantContentTypeReplicationParameters 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOTenantLogEntry 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOTenantLogLastAvailableTimeInUtc 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOTenantServicePrincipalPermissionGrants 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOTenantServicePrincipalPermissionRequests 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOTenantSyncClientRestriction 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOTenantTaxonomyReplicationParameters 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOTheme 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOUnifiedGroup 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOUnifiedGroupMoveState 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOUser 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOUserAndContentMoveState 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOUserOneDriveLocation 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Get-SPOWebTemplate 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Grant-SPOHubSiteRights 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Grant-SPOSiteDesignRights 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Invoke-SPOMigrationEncryptUploadSubmit 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Invoke-SPOSiteDesign 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Invoke-SPOSiteSwap 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet New-SPOMigrationEncryptionParameters 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet New-SPOMigrationPackage 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet New-SPOPublicCdnOrigin 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet New-SPOSdnProvider 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet New-SPOSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet New-SPOSiteGroup 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Register-SPODataEncryptionPolicy 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Register-SPOHubSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPODeletedSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOExternalUser 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOGeoAdministrator 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOHomeSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOHubSiteAssociation 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOHubToHubAssociation 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOKnowledgeHubSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOMigrationJob 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOMultiGeoCompanyAllowedDataLocation 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOOrgAssetsLibrary 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOOrgNewsSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOPublicCdnOrigin 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOSdnProvider 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOSiteCollectionAppCatalog 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOSiteCollectionAppCatalogById 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOSiteDesign 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOSiteDesignTask 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOSiteGroup 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOSiteScript 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOSiteUserInvitations 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOStorageEntity 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOTenantCdnOrigin 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOTenantSyncClientRestriction 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOTheme 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOUser 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOUserInfo 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Remove-SPOUserProfile 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Repair-SPOSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Request-SPOPersonalSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Request-SPOUpgradeEvaluationSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Restore-SPODataEncryptionPolicy 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Restore-SPODeletedSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Revoke-SPOHubSiteRights 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Revoke-SPOSiteDesignRights 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Revoke-SPOTenantServicePrincipalPermission 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Revoke-SPOUserSession 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOBrowserIdleSignOut 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOBuiltInDesignPackageVisibility 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOGeoStorageQuota 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOHideDefaultThemes 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOHomeSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOHubSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOKnowledgeHubSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOMigrationPackageAzureSource 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOMultiGeoCompanyAllowedDataLocation 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOMultiGeoExperience 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOOrgAssetsLibrary 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOOrgNewsSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOSiteDesign 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOSiteGroup 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOSiteOffice365Group 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOSiteScript 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOSiteScriptPackage 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOStorageEntity 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOTenant 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOTenantCdnEnabled 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOTenantCdnPolicy 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOTenantContentTypeReplicationParameters 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOTenantSyncClientRestriction 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOTenantTaxonomyReplicationParameters 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOUnifiedGroup 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOUser 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Set-SPOWebTheme 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Start-SPOSiteContentMove 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Start-SPOSiteRename 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Start-SPOUnifiedGroupMove 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Start-SPOUserAndContentMove 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Stop-SPOSiteContentMove 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Stop-SPOUserAndContentMove 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Submit-SPOMigrationJob 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Test-SPOSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Unregister-SPOHubSite 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Update-SPODataEncryptionPolicy 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Update-UserType 16.0.19... Microsoft.Online.SharePoint.PowerShell
Cmdlet Upgrade-SPOSite 16.0.19... Microsoft.Online.SharePoint.PowerShell