If your are reading this, you probably already started your Trial of Office365, so in order to connect we will start by augmenting your PowerShell with the right commands (cmdlets).
Import-Module MSOnline
NOTE: If this does not work on your machine, you still haven't installed Sign-in Assistant and/or Windows Azure Active Directory Module for Windows PowerShell
To start we need ensure we are connected to the remote powershell/webservices. Let's first save your credentials in a variable so you don't have to be always answering this at evry try.
$credential = Get-Credential
Next, let's connect:
Connect-MsolService -Credential $credential
Let's check if everything is running:
Get-MSOLUser