Install ADFS on Azure VM step by step

Installing the Windows Azure AD Module for Windows PowerShell

Download and install the Following:
  1. MicrosoftOnline Services Sign-In Assistan
  2. WindowsAzure Active Directory Module for Windows PowerShell
Once installed now you can run the following CMD to connect to AAD.
$UserCredential = Get-Credential 
Connect-MsolService -Credential $UserCredential

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