Install the Exchange Online Management module:
`Install-Module ExchangeOnlineManagement -Scope CurrentUser`
Open PowerShell as the user who will connect
Import the module:
`Import-Module ExchangeOnlineManagement`
Connect to Exchange Online:
`Connect-ExchangeOnline -UserPrincipalName user@domain.com`
Connect...
Sign in to the Microsoft 365 admin center
Go to Exchange admin center
Select Mail flow
Open Message trace
Choose a date range
Enter sender, recipient, or message ID...