Below are the steps for setting-up Azure PowerShell.
Make sure you have latest version of PowerShell Installed. To know version of PowerShell installed below is the command.
$PSVersionTable.PSVersion

To Check Current Version of PS on the portal upgrade it if you have Lower Version. Below is the link for latest version of PowerShell download.
Latest PowerShell Download Link

Check PowerShell Execution Policy and Change it to RemotelySigned if is restricted.Below is the PowerShell command to check Execution Policy.
Get-ExecutionPolicy

Command to change Execution Policy to Remotesigned Set-ExecutionPolicy RemoteSigned

Check Current ExecutionPolicy once again using Get-ExecutionPolicy Command.

Next Step is to Install Azure PowerShell modules, Azure PowerShell is moved from AzureRM to AZ command lets.Below is command to install Azure AZ PowerShell Modules.
Install-Module -Name az –AllowClobbercommand.

Get-InstalledModule -Name AZ

1.      Now you are done will required Azure PowerShell Modules installed you can connect to azure using Connect-AzAccountCommand and authenticate with your user credentials



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