Installing PnP PowerShell
You can run the following commands to install the PowerShell cmdlets:
Install-Module -Name "PnP.PowerShell"
This will work on Windows / Linux / MacOS.
Using PnP PowerShell in the Azure Cloud Shell
Open the Azure Cloud Shell at https://shell.azure.com
Select PowerShell as your shell and enter
Install-Module -Name "PnP.PowerShell"
As the Azure Cloud Shell retains its settings and installed modules, the next time you open the Azure Cloud Shell PnP PowerShell will be available for you to use.