Hi,
Modules uploaded to Azure Automation are available only for the Azure Workers. When you deal with Hybrid workers you are responsible to keeping whatever PS modules available on the machine no matter if it is Linux or Windows. On what approach you will take of installing and maintaining PS module versions on your machine is entirely up to you. One way is that in every runbook you have to check if certain module and version is available before importing it. If it is not available you can use PS cmdlets to install it and after that import it. If it is available you can proceed to directly importing it. That way the actual download and installation will happen only when it is not available and you will not end up in situation where you have forgot to install specific module and version.
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