The term Execute-PnPQuery is not recognized

[FHFTechTeam]

When on the step "Configuring the Office 365 CDN Settings" I get the error below:
Exception occurred!
Exception Type: System.Management.Automation.CommandNotFoundException
Exception Message: The term 'Execute-PnPQuery' is not recognized as the name of
a cmdlet, function, script file, or operable program. Check the spelling of the
name, or if a path was included, verify that the path is correct and try again.