In the following section, we will configure Exchange Online to work with the Azure RMS capabilities. You need to perform the following steps:
$Cred = Get-Credential
$Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://ps.outlook.com/powershell/ -Credential $Cred -Authentication Basic -AllowRedirection Import-PSSession $Session Enable-OrganizationCustomization
Configuration note: Exchange needs a copy of your tenant keys in order to be able to work with protected content.