# replace these details (also consider using Get-Credential to enter password securely as script runs)..
$username = "REDACTED"
$password = "REDACTED"
$url = "REDACTED"

$securePassword = ConvertTo-SecureString $Password -AsPlainText -Force

# the path here may need to change if you used e.g. C:\Lib..
Add-Type -Path "C:\Users\pchoquette\Source\Repos\PnP-Sites-Core\Assemblies\16.1\Microsoft.SharePoint.Client.dll"
Add-Type -Path "C:\Users\pchoquette\Source\Repos\PnP-Sites-Core\Assemblies\16.1\Microsoft.SharePoint.Client.Runtime.dll"
# note that you might need some other references (depending on what your script does) for example:
Add-Type -Path "C:\Users\pchoquette\Source\Repos\PnP-Sites-Core\Assemblies\16.1\Microsoft.SharePoint.Client.Taxonomy.dll"

# connect/authenticate to SharePoint Online and get ClientContext object..
$clientContext = New-Object Microsoft.SharePoint.Client.ClientContext($url)
$credentials = New-Object Microsoft.SharePoint.Client.SharePointOnlineCredentials($username, $securePassword)
$clientContext.Credentials = $credentials

if (!$clientContext.ServerObjectIsNull.Value)
{
    Write-Host "Connected to SharePoint Online site: '$Url'" -ForegroundColor Green

    $web = $clientContext.Web
    $clientContext.Load($web)
    $contentTypes = $web.ContentTypes
    $clientContext.Load($contentTypes)
    $clientContext.ExecuteQuery()

    $ctCI = New-Object Microsoft.SharePoint.Client.ContentTypeCreationInformation
    $ctCI.Name = "Contoso Document"
    $ctCI.Id = "0x0101009189AB5D3D2647B580F011DA2F356FB2"
    $ctCI.Group = "Contoso Content Types"
    $myContentType = $contentTypes.Add($ctCI)
    $clientContext.Load($myContentType)
    $clientContext.ExecuteQuery()

    Write-Host $myContentType.Name
}