The HCW is simply a wizard that creates relationships between your on-prem org and Office365 / Exchange Online. Its not a something you access to manage mailboxes. You will still manage mailboxes through EAC.
If you are using AADConnect to sync from on-prem to 365, then you will manage them on-prem and changes will be synced to 365.
https://learn.microsoft.com/en-us/exchange/hybrid-configuration-wizard
Hope that makes it clear.