Prerequisite installations that must be made:

1. Skype for Business Online Connector module.
2. The latest supported Visual C++ downloads

Run PowerShell as Administrator – I prefer PowerShell ISE but they dothe same thing.

https://searchwindowsserver.techtarget.com/definition/Microsoft-Windows-PowerShell-Integrated-Scripting-Environment-ISE

In Powershell run the following commands below:

Import-Module SkypeOnlineConnector 
$userCredential = Get-Credential 
$sfbSession = New-CsOnlineSession -Credential $userCredential
Import-PSSession $sfbSession

If you get an error about multifactor authentication etc. It is easiest to go into your 365 Admin Portal and disable multifactor authentication for your account quickly.

This will show you your current Global Policy

get-CsTeamsMeetingPolicy -Identity Global

And then lets enable the EngagementReport

Set-CsTeamsMeetingPolicy -Identity Global -AllowEngagementReport Enabled

The option will become available shortly after this.

Don’t forget to re-enable your multi factor authentication on your account.