Azure PowerShell works with PowerShell 5.1 or higher on Windows, or PowerShell 6 on any platform. If you are using PowerShell 5 on Windows, you also need .NET Framework 4.7.2 installed.
# Install the Az module from the PowerShell Gallery
Install-Module -Name Az -AllowClobber -Scope CurrentUser
If you're on Windows 7 or greater with the PowerShellGet module installed, you can easily install both Visual Studio Code and the PowerShell extension by running the following command:
Install-Script Install-VSCode -Scope CurrentUser; Install-VSCode.ps1
Installation script on the PowerShell Gallery
Manually install Visual Studio Code
Search Extensions (Ctrl+Shift+X)
Azure Account (On Windows, it requires Node.js 6 or later for Cloud Shell)
Configure Azure Cloud Shell