This article describes what happens when the Connect-MgGraph cmdlet runs in interactive and app-only sessions with the Microsoft Graph PowerShell SDK. A session is created and a context is established, and it's possible to use the session context to do real work.
The Microsoft Graph SDK for PowerShell exists to help developers use Graph API calls from PowerShell. It works, but like anything in life, there's a right way to connect and use the SDK and a wrong way. In this article we explore topics like how to connect to the right tenant, how permissions are managed (or not), and why running Graph SDK cmdlets interactively isn't something you should do in production. Good as the SDK is, Microsoft has some big issues to solve to address some obvious security issues.
