Function Get-SiteGroup-Members
{
    param ($sSiteUrl,$sUserName,$sPassword,$FileName)
    try
    {
        #SPO Client Object Model Context
        $spoCtx = New-Object Microsoft.SharePoint.Client.ClientContext($sSiteUrl)
        $spoCredentials = New-Object Microsoft.SharePoint.Client.SharePointOnlineCredentials($sUserName, $sPassword)
        #$spoCredentials = New-Object System.Net.NetworkCredential($sUserName, $sPassword)    # for on premise
        $spoCtx.Credentials = $spoCredentials

        $web = $spoCtx.Web
        $spGroups =$web.SiteGroups

        $spoCtx.Load($web)
        $spoCtx.Load($spGroups)
        $spoCtx.ExecuteQuery()

        Write-Host "Groups Count= $($spGroups.Count)"

        foreach($spGroup in $spGroups)
        {
            $site =@()
            $users = $spGroup.Users
            $spoCtx.Load($spGroup)
            $spoCtx.Load($users)
            $spoCtx.ExecuteQuery()

            foreach($spUser in $users)
            {
                try
                {
                    $spoCtx.Load($spUser)
                    $spoCtx.ExecuteQuery()

                    $site += New-Object -TypeName PSObject -Property @{
                                    SiteUrl =$sSiteUrl
                                    GroupName = $spGroup.Title
                                    PrincipalType= $spGroup.PrincipalType
                                    User =$spUser.LoginName
                                    UserEmail =$spUser.Email
                                    } | Select  SiteUrl,GroupName,PrincipalType,User,UserEmail


                }
                catch [System.Exception]
                {
                    Write-Host -ForegroundColor Red $_.Exception.ToString()
                }


            }

            $site| Export-CSV ("C:"+$FileName+".csv") -NoTypeInformation -Append #-Encoding UTF8

        }

        Read-Host -Prompt "file created Successfull..! Press any key to close this window"

    }
    catch [System.Exception]
    {
        Write-Host -ForegroundColor Red $_.Exception.ToString()
        Read-Host -Prompt "Operation failed..! Press any key to close this and re run the script"
    }
}


$FileName= "ReportName"
$sSiteUrl = "https://domain.sharepoint.com"
$sUserName = "user@domain.onmicrosoft.com"
$sPassword = ConvertTo-SecureString "YourPassword" -AsPlainText -Force


Write-Host "Getting Site Collection group Members"
Write-Host "-----------------------------------"
Get-SiteGroup-Members -sSiteUrl $sSiteUrl -sUserName $sUserName -sPassword $sPassword  -FileName $FileName