Hello Gnetchejo, Patrick Juvet
Welcome to Microsoft Q&A Platform, thanks for posting your query and resolution for the benefit of community.
Thank you Viorel for helping on this query.
I am summarizing the resolution below please 'Accept as answer', so that it can help others in the community looking for help on similar topics..
Installing the AZ modules from here(https://aka.ms/installazurecliwindows), resolved the issue "the term 'az' is not recognized as the name of a cmdlet"