Install Azure (RM, AD & SPO) modules in PowerShell

NOTE: Run the below PS Command in Windows PowerShell ISE thru Admin mode.

Install PowerShellGet
Install-Module PowerShellGet -Force
While Loading, you will see a couple of dialog boxes for Acceptance, Click on Yes to All

Install Azure PowerShell
Install-Module -Name AzureRM -AllowClobber
While Loading, you will see a couple of dialog boxes for Acceptance, Click on Yes to All

In Windows 10: Everything works fine.
In Windows 7: Turn on Script Execution in both the Locations given below.

Local Computer Policy\Computer Configuration\ Administrative Templates\ Windows Components\Windows PowerShell

Local Computer Policy\User Configuration\ Administrative Templates\ Windows Components\Windows PowerShell


Manage Execution Policy
To get all of the execution policies that affect the current session and displays them in precedence order, type:

Get-ExecutionPolicy -List
To set the execution policy in a particular scope, type:
Set-ExecutionPolicy AllSigned -Scope CurrentUser
Set-ExecutionPolicy AllSigned -Scope LocalMachine

Load the AzureRM module
Import-Module -Name AzureRM
While Loading, you will see a couple of dialog boxes for Acceptance, Click on Yes to All

Install the Azure AD Module
Install-Module MSOnline
While Loading, you will see a couple of dialog boxes for Acceptance, Click on Yes to All

MSOnline Public Preview module
Install-Module AzureADPreview
While Loading, you will see a couple of dialog boxes for Acceptance, Click on Yes to All

Microsoft SharePoint Online Services Module for Windows PowerShell
Install-Module -Name Microsoft.Online.SharePoint.PowerShellWhile Loading, you will see a couple of dialog boxes for Acceptance, Click on Yes to All

If you notice any warning as shown below, add -Force to the end of the above Powershell command.

Restart the Windows PowerShell ISE after completion.
Now you can see all the Modules loaded.