The Azure command-line interface (Azure CLI) is a set of commands used to create and manage Azure resources. The Azure CLI is available across Azure services and is designed to get you working quickly with Azure, with an emphasis on automation. Azure CLI is Microsoft's cross-platform command-line experience for managing Azure resources.
Azure CLI can be installed in Windows using MSI or Zip distributions:
Download and install the latest release of the Azure CLI. When the installer asks if it can make changes to your computer, select the "Yes" box.
Or you can also try installing using zip as well.
Zip distributions:
https://aka.ms/installazurecliwindowszipx64
To check the version of Azure CLI
az version
Run the Azure CLI with the az command. To sign in, use the az login command.
az login