Azure CLI is a collection of commands that allow you to manage Azure resources. As such, to effectively use Azure CLI, you would need access to a subscription (although you can also use it to interact with Entra tenant, in which case you would be able to run a subset of commands that involve working with tenant only). This does NOT have to be a paid subscription though - any subscription would suffice.
Btw. the learning module you referenced, involves the use of an Azure DevOps extension of Azure CLI. To use it, sign up for Azure DevOps by following https://learn.microsoft.com/en-us/azure/devops/user-guide/sign-up-invite-teammates?view=azure-devops&tabs=microsoft-account
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hth
Marcin