This issue can occur if the Azure Active Directory Module for Windows PowerShell isn't loaded correctly.
To resolve this issue, follow these steps.
1.Install the Azure Active Directory Module for Windows PowerShell on the computer (if it isn't already installed). To install the Azure Active Directory Module for Windows PowerShell, go to the following Microsoft website:
Manage Azure AD using Windows PowerShell
2.If the MSOnline module isn't present, use Windows PowerShell to import the MSOnline module.
Import-Module MSOnline
After it complete, we can use this command to check it.
PS C:\Users> Get-Module -ListAvailable -Name MSOnline*
Directory: C:\windows\system32\WindowsPowerShell\v1.0\Modules
ModuleType Version Name ExportedCommands
---------- ------- ---- ----------------
Manifest 1.1.166.0 MSOnline {Get-MsolDevice, Remove-MsolDevice, Enable-MsolDevice, Disable-MsolDevice...}
Manifest 1.1.166.0 MSOnlineExtended {Get-MsolDevice, Remove-MsolDevice, Enable-MsolDevice, Disable-MsolDevice...}
More information about this issue, please refer to it.
Update:
We should import azure AD powershell to VS 2015, we can add tool and select Azure AD powershell.