To import the users to AD, run in powershell import-csv C:\Temp\Azure_Export_2014_12_05.csv -Encoding UTF8 | foreach-object Others, like the password, cannot be exported.
Those are not all columns, but many of them cannot be mapped to attributes in AD. This exports all columns to CSV where I could find a mapping that looked appropriate. The users from O365 can be exported by powershell using Get-MsolUser | Select-Object City, Country, Department, DisplayName, Fax, FirstName, LastName, MobilePhone, Office, PasswordNeverExpires, PhoneNumber, PostalCode, SignInName, State, StreetAddress, Title, UserPrincipalName | Export-Csv C:\Temp\Azure_Export_2014_12_05.csv -Encoding UTF8