Can you first verify you followed all steps for creating an MS Cloud Services application here? That will give you application/client ID, directory/tenant ID and either the client secret or the certificate thumbprint.
The tenant ID can also be found when you hover over your user on the top right:
Afterwards can you verify you've given all permissions to the app you created using the procedure explained here in "Adding permissions to the Microsoft Graph application to scan AAD data"?
An easy way to test is to use the Scan Test Tool (default location on the scan server: "C:\Program Files (x86)\Lansweeper\Service\Lansweeper.TestTools.App.exe")
Once you enter application/client ID, directory/tenant ID and either the client secret or the certificate thumbprint, you can click execute.
If you're authentication details are ok, you'll see the results (which you can expand)