Install Azure Powershell module

Investigate if PowerShell is installed

 Get-Module | ? {$_.Name -match "PowerShell"}  

Install Azure module (all operating systems)

 Install-Module Az -AllowClobber  

For Windows, NuGet update may be required, and execution policy may be required

 Set-ExecutionPolicy RemoteSigned  

Update module

 Update-Module -Name Az  

Use Module

 Import-Module Az  

 Connect-AzAccount