A few weeks ago there was a new Module released for Azure called, Azure PowerShell ‘Az’ Module version 1.0
Az runs on Windows PowerShell 5.1 and PowerShell Core (cross-platform)
It can be used side-by-side the existing AzureRM Module.
But new features will only be released in the Az module.
To install the new module run this command using Admin priviliges.
Install -Module -Name Az
To see if the installation was successful run this command
Get-Module -ListAvailable "Az*"
To list all the commands run this command
Get-Command -Name *Az*
The connection method has been changed compared to what you are used to.
The Get-Credential cmdlet is replaced with Connect-AzAccount
Once executed you will see this reply
Go to the URL https://microsoft.com/devicelogin and fill in the code you got using this command
For more info see here
How to migrate scripts from AzureRM to Az see here