As announced in August 2018, a new PowerShell module to manage Azure resources called Az has been in development.

It reached the general availability state.

To install it, open a PowerShell prompt (as usual using the Run As Administrator) and run the command

Install-Module -Name Az -Repository PSGallery –Force

NOTE will you can have both AzureRM and Az modules installed side by side (using the –AllowClobber) it is not recommended so, unless you have an immediate hard dependency, it is highly recommended to uninstall AzureRM before installing Az

If already had a previous version of Az, run the command to update it

Update-Module -Name Az

To know more about how to migrate from AzureRM PowerShell go there https://aka.ms/azps-migration-guide

As reminder, AzureRM will continue to be supported for some time but any improvement and new features will not be delivered to it.