The Connect-MsolService cmdlet attempts to initiate a connection to Azure Active Directory. You must specify a credential, as a PSCredential object, or specify the CurrentCredentials parameter to use the credentials of the current user.
Install the azure AD module, powershell 5.1 or later
$PSVersionTable.PSVersion
ps>
if ($PSVersionTable.PSEdition -eq 'Desktop' -and (Get-Module -Name AzureRM -ListAvailable)) {
Write-Warning -Message ('Az module not installed. Having both the AzureRM and ' +
'Az modules installed at the same time is not supported.')
} else {
Install-Module -Name Az -AllowClobber -Scope CurrentUser
}