This is the simplest way to connect to CRM Online, you need only to add reference to Microsoft.Xrm.Sdk.Client
and Microsoft.Xrm.Client.Services
CrmConnection crmConnection = CrmConnection.Parse("Url=https://XXX.crm.dynamics.com; Username=user@domain.onmicrosoft.com; Password=passwordhere;");
OrganizationService service = new OrganizationService(crmConnection);
Entity account = new Entity("account");
account ["name"] = "Test Account";
Guid accountId = service.Create(account);
Refers to this msdn article for create the right connection string
Simplified Connection to Microsoft Dynamics CRM