In this post I want to highlight that Microsoft announced the end of life (EOL) of the Skype for Business Online Connector. It can be read in the Microsoft 365 Message Center notification MC230065 Skype for Business Online Connector retirement. The SFBO Connector was needed to connect to Skype for Business Online (SFBO) to run remote PowerShell cmdlets for SFB Online. However, this is no longer needed due to the fact that Microsoft has merged the SFBO cmdlets into the Microsoft Teams PowerShell module. You have time till February 15, 2021 to change and update your scripts to use the new Teams module if not done yet.

Connect to Teams and SFBO with PowerShell (Teams Module < V2)
Here, I put together how you can connect to Microsoft Teams and also use Skype for Business Online cmdlets. You might want to uninstall the SFBO connector module first to avoid cmdlet interferences.
#Example
#Connect to Teams and SFBO
#Download and install module from online repo
Install-Module MicrosoftTeams
#Import module
Import-Module MicrosoftTeams
#Connect Teams
Connect-MicrosoftTeams
#Connect SFBO
$sfboconnection = News-CsOnlineSession <youradminupn>
Import-PSSession $sfboconnection -DisableNameChecking -AllowClobber
###your script code###
#Disconnect sessions
Remove-PSSession $sfboconnection
Disconnect-MicrosoftTeams
UPDATE Connect to Teams and SFBO with PowerShell with Teams Module V2.0+
#Connect to Teams and SFBO
#Remove old Teams module (if applicable)
Uninstall-Module MicrosoftTeams -AllVersions
#Download and install module from online repo
Install-Module MicrosoftTeams
#Import module
Import-Module MicrosoftTeams
#Connect Teams
Connect-MicrosoftTeams
###your script code###
#Disconnect session
Disconnect-MicrosoftTeams