The Management Shell installer (http://go.microsoft.com/fwlink/p/?LinkId=255251) will copy the modules to your machine and set up a SharePoint Online Management Shell shortcut.
The shortcut will open PowerShell and preload the SharePoint Online module. The shortcut's target shows how this is done and introduces us to the Import-Module command:
powershell.exe -NoExit -Command "Import-Module Microsoft.Online.SharePoint.PowerShell `-DisableNameChecking;"
The Import-Module command allows us to load modules on demand and will be necessary when creating unattended scripts. We will review this and other related ...
