PowerShell is a command-line shell and scripting language based on the .NET Framework. It's used by system administrators to automate tasks and manage operating systems.

Azure PowerShell is a PowerShell module that allows us to automate and manage Azure resources.

To install Azure PowerShell, we need to have Windows PowerShell installed. Luckily, Windows PowerShell comes pre-installed on Microsoft OS from Windows 7 (Client OS) and Windows Server 2012 R2 (Server OS).

To install Azure PowerShell, we need to run the following command:

Install-Module -Name AzureRM

Next, we need to import the module:

Import-Module AzureRM

If the module is already installed, we can update it with:

Update-Module -Name AzureRM

After we have successfully imported the module, we can connect to Azure with:

Connect-AzureRmAccount