As you may already know, Azure Application Proxy (AAP or Azure App Proxy) is an Azure feature allowing you to publish internal web application without opening any ports on your firewall.
Until then, the only way to publish and manage Azure Application Proxy was to use the Azure administration portal, which could make it time consuming (and potentially open for mistake) when you had to publish multiple applications.
Now, you can use PowerShell to do such thing, allowing you to automate the publication process and/or bulk publish/manage AAP.
As prerequisite, you must have the Azure AD PowerShell v2 Preview installed (go there for installation steps https://www.powershellgallery.com/packages/AzureADPreview/184.108.40.206)
Then you can get all related Azure Application Proxy from there https://docs.microsoft.com/en-us/powershell/module/azuread/?view=azureadps-2.0-preview#application_proxy_application_management