Connect to Exchange Online PowerShell using MFA

Pawan2055  
What version of Windows ?

What is the Error Code ?

SSO/Seamless Sign on enabled in Azure AD or a federated environment ?
Do you have the necessary permissions to connect to EXO PS ?

If any conditional access enabled in your org via Azure AD ?

Any firewall or network prohibiting connection ?

Necessary ports open over Network for connection unblock towards EXO Public Ip's ?

Have you tried using EXO PowerShell from outlook.office.com/ecp via Hybrid Tab ?

Please share error code or screenshot 

Cheers

Ankit Shukla