Azure Cmdlets let you perform some of the same actions on Azure assets through PowerShell that you would using C# code or the Azure portal.
For example, these steps let you download the contents of an Azure blob into a local directory:
New-Item -Path .\myblob -ItemType Directory
$context = New-AzureStorageContext -StorageAccountName MyAccountName -StorageAccountKey {key from the Azure portal}
$blob = Get-AzureStorageBlob -Container MyContainerName -Context $context
$blob | Get-AzureStorageBlobContent -Destination .\myblob\