Exchange Data Collector error - MSOnline not installed

https://docs.microsoft.com/en-us/office365/enterprise/powershell/connect-to-office-365-powershell
 

Step 1: Install required software

These steps are required once on your computer, not every time you connect. However, you'll likely need to install newer versions of the software periodically.

1. Install the 64-bit version of the Microsoft Online Services Sign-in Assistant: Microsoft Online Services Sign-in Assistant for IT Professionals RTW.

2. Install the Microsoft Azure Active Directory Module for Windows PowerShell with these steps:

   • Open an administrator-level PowerShell command prompt.
   • Run the Install-Module MSOnline command.
   • If prompted to install the NuGet provider, type Y and press ENTER.
   • If prompted to install the module from PSGallery, type Y and press ENTER.
   • After installation, close the PowerShell command window