If you are working with CSOM to create a site collection or get list of all site collections in SharePoint Online, you need to use the class Tenant from Microsoft.Online.SharePoint.Client.Tenant.dll.
But it is not installed by default in your machine, you need to download and install the SharePoint Server 2013 Client Components SDK from MSDN.
After the installation is done, you will find the dll in at the following location:
C:Program FilesSharePoint Client ComponentsAssemblies
You can also download directly from nuget packages : https://www.nuget.org/packages/Microsoft.Online.SharePoint.Client.Tenant.dll/
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