As mentioned in https://github.com/PowerShell/PowerShell/issues/5274, the AzureAD module is not compatible with Linux.208 votes
This is in the works, hoping to be able to release a new version in the next couple of weeks that supports running on Linux (and Mac)
The current version of the New-AzureRMADApplication cmdlet only supports creating web applications in Azure AD. Please add support for creating Native Applications as well.16 votes
The new Azure AD PowerShell module that is under development will include support for applications. (Note: These will be following the -AzureAD pattern, not -AzureRm, convention, which is specific to Azure Resource Manager.)
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