Core components

To work with Office 365, you'll need to download the Azure AD management shell and potentially also the Microsoft Online Services Sign-in Assistant (MOSSIA)—formerly live ID. From time to time, Microsoft makes these available through the Office 365 administration portal, but the specific page you need to go to has changed several times over the past few years. Direct links are provided as follows for your convenience:

• MOSSIA for IT professionals RTW:
  https://go.microsoft.com/fwlink/p/?LinkId=286152
• Azure AD (Office 365) for PowerShell v1.1.166.0:
  https://go.microsoft.com/fwlink/p/?linkid=236297

The Sign-in Assistant download labeled for IT professionals will allow you to use either the 32- or 64-bit version if you wish; it was intended for those who intend to deploy Office applications from a local network file share. Note that MOSSIA is installed along with the Office 365 desktop, so strictly speaking it isn't required. There are certain aspects of the PowerShell commands that sometimes work better with this version, so it's recommended for this purpose.

The newest version of Azure AD for PowerShell (currently v1.1.166.0) includes advanced authentication (Adallom) support, device registration commands, and more. At the time of writing, it is not available through the admin portal.