I have setup a Chocolatey script that will provide all the tools you need to work with Terraform on Azure - see here or use the Chocolatey install script below. You will need to run the below within an administrative PowerShell Session.
# Chocolatey setup and installation script for using Terraform
# Set Execution Policy to allow script to run
Set-ExecutionPolicy Bypass -Scope Process -Force
# Chocolatey install
iex ((New-Object System.Net.WebClient).DownloadString('https://chocolatey.org/install.ps1'))
# Chocolatey apps
choco install vscode -y -no-desktopshortcuts
choco install terraform -y -no-desktopshortcuts
choco install azure-cli -y -no-desktopshortcuts