Certificate authentication references
In
Find the certificate-creation reference used for Microsoft 365 app authentication. A registered app is also required, and the detailed app-registration guide remains on private hold.
Source-derived reference
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This link has the powershell required for creating the certificate Powershell For Creating Certificate
To connect to M365 using a certificate, you will also need to setup a registered App.
A detailed guide on how to set this up is in Create and Upload Security Certificate .
Steps 1 and 3 in that guide can be completed by Powershell For Creating Certificate