##First we create a function to check the response

function MSOLConnected {
Get-MsolDomain -ErrorAction SilentlyContinue | out-null
$result = $?
return $result
}

Install-module MSOnline

#connect only if it’s not connected

if (-not (MSOLConnected)) {
Connect-MSOLService
}

 

Import-Module MSOnline

##your other code

#Remove the session
Remove-PSSession $Session