Windows Azure PowerShell is a module that provides cmdlets to manage Azure through Windows PowerShell.
Here you can find an official documentation on how to install and configure Azure PowerShell. But in a nutshell, there are two simple steps.
Download and run Microsoft Web Platform installer, which will guide you through the Windows Azure PowerShell installation. The process is a bit lengthy and includes some heavy Microsoft components, such as IIS Express and SQL Server Express. Note that a system restart may (will?) be required during the installation, so prepare accordingly.
Open Azure PowerShell and configure it to use your Azure account, as explained in the documentation.
Two methods are available – via your Azure credentials (with session available for the next 12 hours) and certificate-based. The former did not work in my case, resulting in some strange error, so I had no choice but to go with certificates option. Surprisingly, the setup went extremely easy. First, download your settings file with
Get-AzurePublishSettingsFile cmdlet. Second, import the resulting file with
Import-AzurePublishSettingsFile cmdlet and delete the file from the local system.