Need to learn PowerShell?
The following download is free.
Start with the first half of the book and do the exercises to cover the basics.
Then work through the 2nd half of the book which covers common tasks.
Once you have the basics learnt, its usually just a case of learning the cmdlets specific to the area you are involved in. AD, Exchange, etc. They all have their own commands.
In Azure, the move is towards the Graph API. You can access the API using tools like Postman\SoapUI, etc, but there are a bunch of cmdlets that you can install that wrap around the API, so its very close to the previous cmdlets.
The advantage is that you don't need to install lots of different modules which you traditionally have to do. (Please note: some commands are not available via graph yet).
Learn the basics first though.