Update guide how to log in to CLI #6343

Noticed that we have a dedicated page about how to login to CLI which still has a lot of references to the PnP Management Shell. Let's update it so it's in line with the new version.

Pages:

• https://pnp.github.io/cli-microsoft365/user-guide/connecting-microsoft-365
• https://pnp.github.io/cli-microsoft365/user-guide/using-own-identity
• https://pnp.github.io/cli-microsoft365/cmd/login
• README.md

Also for the login command, we still have references to PnP Management Shell app: