The first thing we need is a set of (Exchange Administrative)
credentials to access the Server

$UserCredential = Get-Credential

The next thing is setting up a variable containing the remote PowerShell Session

$Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri http://<ServerFQDN>/PowerShell/ -Authentication Kerberos -Credential $UserCredential

And last we need to import the session into our local PowerShell window

Import-PSSession $Session -DisableNameChecking

Or here is this the entire thing as a copy/paste
It includes a popup to get your Exchange FQDN
and a prompt for your Exchange Administrator Credential

[void][Reflection.Assembly]::LoadWithPartialName('Microsoft.VisualBasic')
$title = 'Remote Exchange Shell'
$msg   = 'Enter your Exchange Servers FQDN:'
$server = [Microsoft.VisualBasic.Interaction]::InputBox($msg, $title)
$cred = Get-Credential -Message ("Credentials for: " + $server)
$s = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri ("http://" + $server + "/PowerShell/") -Authentication Kerberos -Credential $cred
$cred = $null
$server = $null
Import-PSSession $s -DisableNameChecking
Get-ExchangeServer