Getting started with Azure requires PowerShell & Bash CLI and best to install PowerShell Core rather than pre-installed Windows PowerShell to make use of advanced Azure Modules.
Here is how to get started with installation!
Download PowerShell Core v6.2 from https://github.com/PowerShell/PowerShell/releases
We can then install Azure modules in PowerShell Core using below command.
This command will install all of the Azure Modules
$ Install-Module -Name Az -AllowClobber
How to check if Azure modules were installed?
Run $ Get-AzVM
Since Azure account is still not connected yet, you will get above error but that validates your Azure modules are successfully installed.
To connect to you Azure account run $ Connect-AzAccount command