Copy and paste each command fully:
1. Set-ExecutionPolicy RemoteSigned
2. $UserCredential = Get-Credential
3. $Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://outlook.office365.com/powershell-liveid/ -Credential $UserCredential -Authentication Basic -AllowRedirection
4. Import-PSSession $Session
When finished with session:
Remove-PSSession $Session