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You can download the module from the Exchange Online Administration Center (the steps are outlined in this article). There is a new module that was created that can be downloaded to allow you to connect with an account that is enabled for Multi-Factor Authentication. In addition, as the Office 365 Hybrid Wizard also requires Remote PowerShell connections to Exchange Online, prior to now, the account you used to run the HCW could not be enabled for Multi-Factor Authentication. However, because of a limitation in Remote PowerShell, Exchange Online administrators could not connect with a Multi-Factor enabled account. Many Exchange Online customers wanted the extra level of security that is offered with Multi-Factor Authentication, which allows you to force the administrator account to use Multi-Factor Authentication. You can read more about the Office 365 Multi Factor Authentication option here.
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They can sign in only after this second authentication factor has been satisfied. Using MFA for Office 365, users are required to acknowledge a phone call, text message, or app notification on their smart phones after correctly entering their passwords.
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In case you are not aware, the Azure multi-factor authentication is a method of verifying who you are that requires the use of more than just a username and password. You can now use an Administrator account that is enabled for Multi-Factor Authentication to sign in to Exchange Online PowerShell and the Office 365 Hybrid Configuration Wizard (HCW).
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