Hi, @Vijay Kumar On checking with the internal product team as I mentioned above The AzureRM PowerShell module only works on Windows (It is not cross platform). AzureRM is also no longer recommended as deprecation has also been announced for it.
The Az PowerShell module is the recommended module for managing Azure resources with PowerShell and is cross-platform. It is already installed in Cloud Shell.
Please refer to this document for more information.
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Regards
Geetha