'Connect-MsolService' is not recognized as the name of a cmdlet

All links to the Azure Active Directory Connection page now seem to be invalid.

I had an older version of Azure AD installed too, this is what worked for me. Install this.

Run these in an elevated PS session:

uninstall-module AzureAD  # this may or may not be needed
install-module AzureAD
install-module AzureADPreview
install-module MSOnline

I was then able to log in and run what I needed.

I had to do this in that order:

Install-Module MSOnline
Install-Module AzureAD
Import-Module AzureAD