Hi@akhtar,
For Windows, the Azure CLI is installed via a MSI, which gives you access to the CLI through the Windows Command Prompt (CMD) or PowerShell. The MSI distributable is used for installing or updating the Azure CLI on Windows. You can download and install the current release of the Azure CLI from the below-given link.
$ https://aka.ms/installazurecliwindows
Learn about how to install Azure CLI with Yum here!