Azure and PowerShell are the couples. If you talk about only one of them then you are not talking complete story. We have got couple of PowerShell modules available in Azure and many things can only be done through PowerShell. Here are few easy steps to connect to Azure through PowerShell
1. Run “PowerShell_ISE”
2. Then run PS> Add-AzureAccount
3. The prompt will come, enter the credential which has access to your Azure Account.
4. Then you are connected. Just to test run
This will get you the list of subscription access you have.
5. Then to set the one you would be working on now, run
Get-AzureSubscription -SubscriptionName "Your Subscription Name"
6. Just to confirm you may run