Hi Mike,
Mailbox export is not available in Office 365, unfortunately. It might be in the coming version, but that is not yet verified.
Until then, you have to use Outlook to export/import PST-files, using this article: support.microsoft.com/.../287070
Here is a starting Point to see what cmdlets are actually available in Office 365, more detailed articles are available on TechNet: onlinehelp.microsoft.com/.../hh125002.aspx
Best regards,
Jesper Ståhle