Hello @ESJ
Welcome to Microsoft Q&A!
<<I am getting below error when running Connect-IPPSSession .
Have you consulted the troubleshooting doc mentioned in the error? you could refer to it for troubleshooting.
For more information, see the about_Remote_Troubleshooting Help topic.
<<ExchangeOnlineManagement module and PowerShellGet is installed and imported. Please help.
1.This link contains all the steps for "Connect to Exchange Online PowerShell".
Of course, it also includes: Install-Module -Name ExchangeOnlineManagement
Hope that helps!
2.Search as much as I can: How to Install PowerShellGet
Regards
SF
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