In PowerShell type Connect-AzureAD, and type in your credentials in the login box that pops-up.
$ Connect-AzureAD
Account Environment TenantId TenantDomain AccountType
------- ----------- -------- ------------ -----------
jake.price@example.com AzureCloud e1d6ec7d-132c-49c2-881f-8d398e59a311 example.com User