Hi Joan,
Not sure, what you need to include in the Azure DevOps Pipeline. But following getting started guide will help you to get started with Azure DevOps YAML pipeline.
Simple YAML CI/CD
For the second point, Yes you can create a PowerShell script, and from CI/CD pipeline, you can run the script. This can be done via a PowerShell task in the YAML pipeline
PowerShell@2 - PowerShell v2 task
For the last point you can use Azure DevOps environment to designate different stages of your CI/CD such as Dev, Staging, Production.
Azure DevOps Environments
Hope this will help for you. If this helpful and answer the question mark them as answered