Neither the Azure AD PowerShell nor the Azure PowerShell modules require that the tenant have an Azure subscription in order to connect.
If you are using the Azure AD PowerShell module, you simply connect:
Connect-AzureAD
If you are using a user account which is a member of multiple tenants, it's best to be explicit about which tenant you'd like to connect to:
Connect-AzureAD -TenantId "{other-tenant-id}"
For registering and managing apps in Azure AD I recommend using the Azure AD PowerShell module. However, if you need/want to use the Azure PowerShell module instead, the process is very similar:
Connect-AzAccount
And, if you need to be explicit:
Connect-AzAccount -TenantId "{other-tenant-id}"
Connect-AzureAD
, that should work – 4c74356b41