Exchange management shell in PS.

Microsoft has instructions for doing just that:
https://docs.microsoft.com/en-us/powershell/exchange/exchange-server/connect-to-exchange-servers-using-remote-powershell?view=exchange-ps

As long as the user is in a Management Group for Exchange, he or she should be able to connect. Otherwise, you can enable the user by running the powershell command  Set-User "<name>" -RemotePowerShellEnabled $true.   I connect remotely 90% of  the time. I have a script I run to connect. I just saved it as a .ps1 file

$s = New-PSSession –ConfigurationName Microsoft.Exchange –ConnectionUri http://<fqdn of exchange server>/powershell -Authentication Kerberos
Import-PSSession $s

Where do we issue the below command at Exchange server?
Set-User "<name>" -RemotePowerShellEnabled $true

In the Exchange management shell. But if the user is not part of any management group, why give them access? By default, all user accounts have access to remote PowerShell. However, to actually use remote PowerShell to connect to an Exchange server, the user needs to be a member of a management role group, or be directly assigned a management role that enables the user to run Exchange cmdlets.

Jeff Thank you for the info. I just want that user to run all Ge- permission just to monitor.
Which role group to be that user?

Add the user to the "View-Only Organization Management" group, and this will allow accomplish what you are after. They will only be able to run "get" cmdlets for viewing info and not setting and making changes.