I heard about these for the first time last year, but I thought I would blog about it because it helps me tremendously on a day to day basis.
Microsoft have created Powershell docker images that have all the good cmdlets that you can use anywhere at any time, with a simple SSH.
I keep a machine in Azure that I tend to run things on, its a simple small Linux VM.
I terminal to it and install docker.
root@netflix-final ~ # apt install docker
root@netflix-final ~ # docker run -it microsoft/powershell
The above command gets you into a Powershell environment, you can then run Skype for Business Online or Exchange Online cmdlets and sessions, without having to install any additional components.
root@netflix-final ~ # docker run -it azuresdk/azure-powershell-core
The above command gets you into a powershell that has all the latest Azure cmdlets and allows you to connect into your tenant, and as above, you do not need to install anything else.
This can also be run on your local machine, it just takes up some space on the local disk that sometimes us SSD users dont have.