How to Connect to Microsoft Exchange and Manage with PowerShell via Implicit Remoting

From a workstation / jumpbox, detail how to connect to a DAG endpoint and administrate Exchange (Get-Mailbox / Get-MailboxDatabase, etc) without RDPing into an Exchange Server directly to use the Exchange Management Shell locally.

Leveraging PowerShell implicit sessions for Exchange Management Shell work.

Prerequisites include: PowerShell 5.1, PowerShell Core, or PowerShell 6 Exchange Server and/or Database Availability Group to Connect to.