I am not able to connect to graph from PowerShell with scopes.

Connect-MgGraph must be run before any Microsoft Graph cmdlets, and when using delegated access with permissions, the scopes are passed by using -Scopes, for example:

Connect-MgGraph -Scopes "User.Read.All","Group.ReadWrite.All"

If Connect-MgGraph works without -Scopes but fails when scopes are added, the documented cause to check first is permissions/consent.

Use these steps:

1. Find the permission required for the cmdlet or API being used.

      Find-MgGraphCommand -Command <CmdletName> | Select -First 1 -ExpandProperty Permissions
   

2. Reconnect with the required delegated scopes.

      Connect-MgGraph -Scopes "User.Read.All"
   

   Add any additional required scopes by running Connect-MgGraph again with the new scopes.
3. If admin consent is required, sign in with an admin account to consent to the required scopes.
4. If interactive sign-in is failing, use device code flow instead:

      Connect-MgGraph -Scopes "User.Read.All" -UseDeviceAuthentication
   

5. If the issue is happening with newer Microsoft Graph PowerShell module versions, a reported workaround in Microsoft Q&A is to remove the existing Microsoft Graph modules and install version 2.25.0.

The screenshot message shows interactive browser authentication failed. The supported alternative in the cmdlet examples is device code flow, which avoids the interactive browser path.

• Connect-MgGraph
• Get started with the Microsoft Graph PowerShell SDK
• Troubleshooting common errors in Microsoft Graph PowerShell
• Getting failure with Connect-MgGraph. - Microsoft Q&A
• Graph module 2.26.0 for PowerShell error with Connect-MgGraph - Microsoft Q&A