CRM integration powershell cmdlet error

Hi Expert,

Got following error when working on CRM online integration, tested under windows powershell ISE and Dynamics NAV 2017 Development Shell. Searched for internet, and seems need install ADAL on the server.

New-NAVCRMTable : Could not load file or assembly
'Microsoft.IdentityModel.Clients.ActiveDirectory, Version=2.18.0.0,
Culture=neutral, PublicKeyToken=31bf3856ad364e35' or one of its dependencies.
The system cannot find the file specified.

Does that come with NAV installation or have to download separately and install?

Appreciate any help.

Thanks
Tom