It doesn't work on PowerShell Core, just good old Windows PowerShell for now. If you need to access it from a non-windows machine, there's a version available in Azure Cloud Shell.

I am trying to execute the command let in C# by creating a runspace pool and executing

here command New-ExoPSSession fails with error

using (PowerShell powershell = PowerShell.Create())
        {
            powershell.RunspacePool = ExchangeOnlineRunspacePool.Instance.RunspacePool;

            powershell.Commands.AddCommand(command);

            try
            {
                if (powershell.RunspacePool.RunspacePoolStateInfo.State == RunspacePoolState.Opened)
                {
                    results = powershell.Invoke();

}

Command command = new Command("Import-Module");
command.Parameters.Add(new CommandParameter("name",moduleFullPath));
//ExchangeManagement.ExecuteCommand(null, ExchangeVersion.Exchange_Online, command, null, true);
ExecuteCommand(command);

======================================================
command = new Command("New-ExoPSSession");
command.Parameters.Add(new CommandParameter("ConnectionUri", ConnectionUri));
command.Parameters.Add(new CommandParameter("AzureADAuthorizationEndpointUri", AzureADAuthorizationEndpointUri));
command.Parameters.Add(new CommandParameter("Credential", PowershellCommonUtilities.GetPSCredential(connectInfo.UserName, connectInfo.Password)));
ExecuteCommand(command);

}