Azure provides the Azure Cloud Shell which includes almost every tool you will need already installed. But that requires you to be logged into the portal. And it times out after a short time. So you can administer Azure from your desktop.
There are tools you will normally want on your local computer to administer Azure:
Azure CLI and some additional tools (such as jq and Kubernetes)
Visual Studio Code and extensions
All are cross platform tools. In this article, you will learn how to install the tools from the command line. And you will learn about Azure providers and how to add them to your subscription.
You can get started in Azure. But soon it becomes time to build your subscriptions for your enterprise. For example, giving unrestricted access to developers can make your devs very agile, but it can also lead to unintended cost consequences. In addition, you will want to have requirements to demonstrate compliance for security, monitoring, and resource access control.
In this article we help organize some thoughts around the strategy and plan for building out your cloud, including a plan that you can put into Azure DevOps.