Install PnP PowerShell

Must be in PowerShell 7.4.0 or above. Not in Windows PowerShell.

Run this to install the module:

Install-Module PnP.PowerShell

Run this to install the Application in your tenant. Make sure to replace the tenant hostname.

Register-PnPEntraIDAppForInteractiveLogin -ApplicationName "PnP.PowerShell" -Tenant [yourtenant].onmicrosoft.com

In the browser pop up, sign in with a Global Admin.

Then you will get a consent pop up. Make sure you consent for the organization:

You will then be given a ClientID. You need to save this and use it when you connect to your tenant each time.

Source: https://pnp.github.io/powershell/articles/installation.html