Azure offers two deployment models for cloud components: Resource Manager (RM) and Classic deployment model. Newer and more easier to manage, Microsoft recommends to use the Resource Manager.
Even if these two models can exist at the same time in Azure, they are different and managed differently: in PowerShell cmdlets are specific to RM.

In order to be able to communicate with Azure from On-Premises in PowerShell, you need to download and install the Azure PowerShell from WebPI. For more details, please refer to this Microsoft Azure post “How to install and configure Azure PowerShell“.
 
 
Azure PowerShell installs many modules located in C:Program Files (x86)Microsoft SDKsAzurePowerShell:
Get-module -ListAvailable -Name *AzureRm*
ModuleType Version Name ExportedCommands
---------- ------- ---- ----------------
Manifest 1.1.3 AzureRM.ApiManagement {Add-AzureRmApiManagementRegion, Get-AzureRmApiManagementSsoToken, New-AzureRmApiManagementHostnam...
Manifest 1.0.11 AzureRM.Automation {Get-AzureRMAutomationHybridWorkerGroup, Get-AzureRmAutomationJobOutputRecord, Import-AzureRmAutom...
Binary 0.9.8 AzureRM.AzureStackAdmin {Get-AzureRMManagedLocation, New-AzureRMManagedLocation, Remove-AzureRMManagedLocation, Set-AzureR...
Manifest 0.9.9 AzureRM.AzureStackStorage {Add-ACSFarm, Get-ACSEvent, Get-ACSEventQuery, Get-ACSFarm...}
Manifest 1.0.11 AzureRM.Backup {Backup-AzureRmBackupItem, Enable-AzureRmBackupContainerReregistration, Get-AzureRmBackupContainer...
Manifest 1.1.3 AzureRM.Batch {Remove-AzureRmBatchAccount, Get-AzureRmBatchAccount, Get-AzureRmBatchAccountKeys, New-AzureRmBatc...
Manifest 1.0.5 AzureRM.Cdn {Get-AzureRmCdnCustomDomain, New-AzureRmCdnCustomDomain, Remove-AzureRmCdnCustomDomain, Get-AzureR...
Manifest 0.1.2 AzureRM.CognitiveServices {Get-AzureRmCognitiveServicesAccount, Get-AzureRmCognitiveServicesAccountKey, Get-AzureRmCognitive...
Manifest 1.3.3 AzureRM.Compute {Remove-AzureRmAvailabilitySet, Get-AzureRmAvailabilitySet, New-AzureRmAvailabilitySet, Get-AzureR...
Manifest 1.0.11 AzureRM.DataFactories {Remove-AzureRmDataFactory, Get-AzureRmDataFactoryRun, Get-AzureRmDataFactorySlice, Save-AzureRmDa...
Manifest 1.1.3 AzureRM.DataLakeAnalytics {Get-AzureRmDataLakeAnalyticsDataSource, Remove-AzureRmDataLakeAnalyticsCatalogSecret, Set-AzureRm...
Manifest 1.0.11 AzureRM.DataLakeStore {Add-AzureRmDataLakeStoreItemContent, Export-AzureRmDataLakeStoreItem, Get-AzureRmDataLakeStoreChi...
Manifest 1.0.2 AzureRM.DevTestLabs {Get-AzureRmDtlAllowedVMSizesPolicy, Get-AzureRmDtlAutoShutdownPolicy, Get-AzureRmDtlAutoStartPoli...
Manifest 1.0.11 AzureRM.Dns {Get-AzureRmDnsRecordSet, New-AzureRmDnsRecordConfig, Remove-AzureRmDnsRecordSet, Set-AzureRmDnsRe...
Manifest 1.1.3 AzureRM.HDInsight {Get-AzureRmHDInsightJob, New-AzureRmHDInsightSqoopJobDefinition, Wait-AzureRmHDInsightJob, New-Az...
Manifest 1.0.11 AzureRM.Insights {Add-AzureRmMetricAlertRule, Add-AzureRmLogAlertRule, Add-AzureRmWebtestAlertRule, Get-AzureRmAler...
Manifest 1.1.10 AzureRM.KeyVault {Get-AzureRmKeyVault, New-AzureRmKeyVault, Remove-AzureRmKeyVault, Remove-AzureRmKeyVaultAccessPol...
Manifest 1.0.7 AzureRM.LogicApp {Get-AzureRmIntegrationAccountAgreement, Get-AzureRmIntegrationAccountCallbackUrl, Get-AzureRmInte...
Manifest 0.9.2 AzureRM.MachineLearning {Export-AzureRmMlWebService, Get-AzureRmMlWebServiceKeys, Import-AzureRmMlWebService, Remove-Azure...
Manifest 1.0.12 AzureRM.Network {Add-AzureRmApplicationGatewayBackendAddressPool, Get-AzureRmApplicationGatewayBackendAddressPool,...
Manifest 1.0.11 AzureRM.NotificationHubs {Get-AzureRmNotificationHubsNamespaceAuthorizationRules, Get-AzureRmNotificationHubsNamespaceListK...
Manifest 1.0.11 AzureRM.OperationalInsights {Get-AzureRmOperationalInsightsSavedSearch, Get-AzureRmOperationalInsightsSavedSearchResults, Get-...
Manifest 1.0.0 AzureRM.PowerBIEmbedded {Remove-AzureRmPowerBIWorkspaceCollection, Get-AzureRmPowerBIWorkspaceCollection, Get-AzureRmPower...
Manifest 1.0.11 AzureRM.Profile {Enable-AzureRmDataCollection, Disable-AzureRmDataCollection, Remove-AzureRmEnvironment, Get-Azure...
Manifest 1.1.3 AzureRM.RecoveryServices {Get-AzureRmRecoveryServicesBackupProperties, Get-AzureRmRecoveryServicesVault, Get-AzureRmRecover...
Manifest 1.0.3 AzureRM.RecoveryServices.Backup {Backup-AzureRmRecoveryServicesBackupItem, Get-AzureRmRecoveryServicesBackupManagementServer, Get-...
Manifest 1.1.9 AzureRM.RedisCache {Reset-AzureRmRedisCache, Export-AzureRmRedisCache, Import-AzureRmRedisCache, Remove-AzureRmRedisC...
Manifest 2.0.2 AzureRM.Resources {Get-AzureRmADApplication, Get-AzureRmADGroupMember, Get-AzureRmADGroup, Get-AzureRmADServicePrinc...
Manifest 1.0.2 AzureRM.ServerManagement {Install-AzureRmServerManagementGatewayProfile, Reset-AzureRmServerManagementGatewayProfile, Save-...
Manifest 1.1.10 AzureRM.SiteRecovery {Stop-AzureRmSiteRecoveryJob, Get-AzureRmSiteRecoveryNetwork, Get-AzureRmSiteRecoveryNetworkMappin...
Manifest 1.0.11 AzureRM.Sql {Get-AzureRmSqlDatabaseImportExportStatus, New-AzureRmSqlDatabaseExport, New-AzureRmSqlDatabaseImp...
Manifest 1.1.3 AzureRM.Storage {Get-AzureRmStorageAccount, Get-AzureRmStorageAccountKey, Get-AzureRmStorageAccountNameAvailabilit...
Manifest 1.0.11 AzureRM.StreamAnalytics {Get-AzureRmStreamAnalyticsFunction, Get-AzureRmStreamAnalyticsDefaultFunctionDefinition, New-Azur...
Manifest 1.0.11 AzureRM.Tags {Remove-AzureRmTag, Get-AzureRmTag, New-AzureRmTag}
Manifest 1.0.11 AzureRM.TrafficManager {Disable-AzureRmTrafficManagerEndpoint, Enable-AzureRmTrafficManagerEndpoint, Set-AzureRmTrafficMa...
Manifest 1.0.11 AzureRM.UsageAggregates Get-UsageAggregates
Manifest 1.1.3 AzureRM.Websites {Get-AzureRmAppServicePlanMetrics, New-AzureRmWebAppDatabaseBackupSetting, Restore-AzureRmWebAppBa...

 
The basic cmdlets to connect and navigate between your different Accounts or Subscriptions are located in “AzureRM.Profile” module:
PS C:> Get-Command -Module AzureRM.Profile
CommandType Name Version Source
----------- ---- ------- ------
Alias Login-AzureRmAccount 1.0.11 AzureRM.Profile
Alias Select-AzureRmSubscription 1.0.11 AzureRM.Profile
Cmdlet Add-AzureRmAccount 1.0.11 AzureRM.Profile
Cmdlet Add-AzureRmEnvironment 1.0.11 AzureRM.Profile
Cmdlet Disable-AzureRmDataCollection 1.0.11 AzureRM.Profile
Cmdlet Enable-AzureRmDataCollection 1.0.11 AzureRM.Profile
Cmdlet Get-AzureRmContext 1.0.11 AzureRM.Profile
Cmdlet Get-AzureRmEnvironment 1.0.11 AzureRM.Profile
Cmdlet Get-AzureRmSubscription 1.0.11 AzureRM.Profile
Cmdlet Get-AzureRmTenant 1.0.11 AzureRM.Profile
Cmdlet Remove-AzureRmEnvironment 1.0.11 AzureRM.Profile
Cmdlet Save-AzureRmProfile 1.0.11 AzureRM.Profile
Cmdlet Select-AzureRmProfile 1.0.11 AzureRM.Profile
Cmdlet Set-AzureRmContext 1.0.11 AzureRM.Profile
Cmdlet Set-AzureRmEnvironment 1.0.11 AzureRM.Profile

According to the cmdlets present in “AzureRM.Profile” module, you will be able to connect to your Azure Account(enter your credentials):
PS C:> Login-AzureRmAccount
Environment : AzureCloud
Account : [email protected]
TenantId : a123456b-789b-123c-4de5-67890fg123h4
SubscriptionId : z123456y-789x-123w-4vu5-67890ts123r4
SubscriptionName : ** Subscription Name **
CurrentStorageAccount :

 
You can list your associated Azure Subscriptions:
Get-AzureRmSubscription
SubscriptionName : ** Subscription Name **
SubscriptionId : z123456y-789x-123w-4vu5-67890ts123r4
TenantId : a123456b-789b-123c-4de5-67890fg123h4

 
To switch your Subscription, do as follows:
Select-AzureRmSubscription -SubscriptionId z123456y-789x-123w-4vu5-67890ts123r4
Environment : AzureCloud
Account : [email protected]
TenantId : a123456b-789b-123c-4de5-67890fg123h4
SubscriptionId : z123456y-789x-123w-4vu5-67890ts123r4
SubscriptionName : ** Subscription Name **
CurrentStorageAccount :

 
Or you can take a specific “snapshot” of your current location in Azure. It will help you to easily return to a specific context at the moment you ran the command:
PS C:> $context = Get-AzureRmContext
Environment : AzureCloud
Account : [email protected]
TenantId : a123456b-789b-123c-4de5-67890fg123h4
SubscriptionId : z123456y-789x-123w-4vu5-67890ts123r4
SubscriptionName : ** Subscription Name **
CurrentStorageAccount :
...
PS C:> Set-AzureRmContext -Context $context
Environment : AzureCloud
Account : [email protected]
TenantId : a123456b-789b-123c-4de5-67890fg123h4
SubscriptionId : z123456y-789x-123w-4vu5-67890ts123r4
SubscriptionName : ** Subscription Name **
CurrentStorageAccount :

 
It is also possible to list all the available Storage Account associated to your current subscriptions:
PS C:> Get-AzureRmStorageAccount | Select StorageAccountName, Location
StorageAccountName Location
------------------ --------
semicroustillants259 westeurope
semicroustillants4007 westeurope
semicroustillants8802 westeurope

 
To see the existing blob container in each Storage Account:
PS C:> Get-AzureRmStorageAccount | Select StorageAccountName, ResourceGroupName, Location
Blob End Point: https://dbimssql.blob.core.windows.net/
Name Uri LastModified
---- --- ------------
bootdiagnostics-t... https://dbimssql.blob.core.windows.net/bootdiagnostics-ta... 30.09.2016 12:36:12 +00:00
demo https://dbimssql.blob.core.windows.net/demo 05.10.2016 14:16:01 +00:00
vhds https://dbimssql.blob.core.windows.net/vhds 30.09.2016 12:36:12 +00:00
Blob End Point: https://semicroustillants259.blob.core.windows.net/
Name Uri LastModified
---- --- ------------
mastervhds https://semicroustillants259.blob.core.windows.net/master... 28.09.2016 13:41:19 +00:00
uploads https://semicroustillants259.blob.core.windows.net/uploads 28.09.2016 13:41:19 +00:00
vhds https://semicroustillants259.blob.core.windows.net/vhds 28.09.2016 13:55:57 +00:00
Blob End Point: https://semicroustillants4007.blob.core.windows.net/
Name Uri LastModified
---- --- ------------
artifacts https://semicroustillants4007.blob.core.windows.net/artif... 28.09.2016 13:59:47 +00:00

Azure infrastructure can be easily managed from On-Premises in PowerShell. In a previous post, I explained how to deploy a Virtual Machine from an Image in Azure PowerShell.
If you have remarks or advises, do not hesitate to share 😉