When studying Azure one of the things you’ll be asked to learn is the Powershell commands that can control, well, pretty much everything in there. One of the first thing’s you’ll have to learn is the command Get-Credential which opens a window so you can manually log in to your Azure account before you do anything. Which makes perfect sense. Security for the win! And I’m sure there are ways to create this connection programmatically (although I don’t know any currently). But I have recently learned a way to avoid(?) having to use Get-Credential. It turns out that when you are in the Azure Portal (you’ve already logged in of course) you can open a shell and use either Bash or Powershell.

Some help documents

• Help: https://docs.microsoft.com/en-us/azure/cloud-shell/features
• Powershell quick start: https://docs.microsoft.com/en-us/azure/cloud-shell/quickstart-powershell

A few of the things I got out of the help documents

• Comes with all Az modules pre-installed. (and presumably they are kept updated)
• Azure Drive (Azure:) let’s you navigate your Azure resources as a directory structure even using things like NET USE to map a drive. As an old DOS guy this is particularly cool for me.
• Persisted home directory to store your files (using Azure storage)

 
I don’t know about you but I’m going to have to play with this some more.

Edit:I’m also told you can connect to the Cloud Shell through https://shell.azure.com/ which is a more direct way to get there.