How to connect to Azure via Powershell (first time)

Requirements:

PowerShell 5.1
.NET Framework 4.7.2 or later.
Azure Powershell Module

Check Powershell Version:

# Open a "powershell" console
# PSVersioncheck
$PSVersionTable.PSVersion

Check .NET Framework Version:

# Check for .NET Framework 4.7.2

Get-ChildItem 'HKLM:\SOFTWARE\Microsoft\NET Framework Setup\NDP\v4\Full\' |  Get-ItemPropertyValue -Name Release | Foreach-Object { $_ -ge 461814 }

# Check for .NET Framework 4.8

Get-ChildItem 'HKLM:\SOFTWARE\Microsoft\NET Framework Setup\NDP\v4\Full\' |  Get-ItemPropertyValue -Name Release | Foreach-Object { $_ -ge 528049 }

Install Powershell Azure Module :

# Online: Install needed Powershell Module
Install-Module -Name Az -AllowClobber -Scope AllUsers

# Offline: Download MSI-Installer to install the needed Module with an installer
Save-Module -Name Az -Path '\\someshare\PowerShell\modules' -Force

# Import the module
Import-Module Az

# Check Installation

if (Get-Module -ListAvailable -Name Az*) {
    Write-Host "Module exists"
} 
else {
    Write-Host "Module does not exist"
}

# Connect to Azure with a browser sign in token
Connect-AzAccount

ConnectAz

Update Powershell Azure Module :

# Update Powershell Module
Install-Module -Name Az -AllowClobber -Force

Remove an old Powershell Azure Module :

# Update Powershell Module
Uninstall-AzureRm

Unexpected incidents:

If you run into an error during the online installation with the following content:

....
PackageManagement\Install-Package : Cannot convert value "2.0.0-preview" to type "System.Version". Error: "Input string was not in a correct format."
....

You should install the latest version of "PowerShellGet":

# Install latest PowerShellGet Version
Install-Module -Name PowerShellGet -Repository PSGallery -Force
# Close your current PS-Terminal and open a new one to load the new version.

There is a second way to connect to Azure to send textual commands. This is done using the so-called "Azure CLI".
More information about this can be found in the following blogg post.

Link