Alternate to Webmail

I am trying to use PowerShell script to download Auditlogs. 

In the script, we have one line which connects to outlook webmail.

$Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://outlook.office365.com/powershell-liveid/ -Credential $UserCredential -Authentication Basic -AllowRedirection
Import-PSSession $Session

Webmail's are blocked by my company, so is there any other alternatives that I can use to get this script woring?