Installing the Az powershell module

Install the NuGet Provider

Install-PackageProvider -Name NuGet -minimumverion 28.5.201 -Force

Install the Az module - use Allusers if the CurrentUser is not required.

Install-Module -Name Az -AllowClobber -Scope CurrentUser

Log the session in with your credentials using

Connect-AzAccount

Verify your Azure connection using

Get-AzContext

More about installing Azure Powershell

https://learn.microsoft.com/en-us/powershell/azure/install-azure-powershell?view=azps-11.3.0&viewFallbackFrom=azps-4.7.0

And a bit of history around the older now deprecated Azure powershell module AzureRM.  Note Azure Resource Manage was not deprecated - just the powershell module called AzureRM

https://mikefrobbins.com/2020/02/10/how-to-install-the-azure-az-powershell-module/