Why is AD often managed with PowerShell, and what makes PowerShell different from a classic text shell?
PowerShell turns repetitive clicking into reusable scripts, and it passes .NET objects through its pipeline instead of text, so you can filter and process results by property.
In a Unix shell, ls | grep passes lines of text and the next command has to parse them. In PowerShell, Get-ADGroupMember -Identity Administrators returns objects with properties (name, objectClass, …), so the next command can filter on a field directly:
Get-ADGroupMember -Identity Administrators | Where-Object -Property objectClass -eq user
Typical AD tasks each become one line: New-ADUser, New-ADGroup -GroupScope Global -GroupCategory Security, Add-ADGroupMember, Move-ADObject (move to another OU), Disable-ADAccount / Enable-ADAccount, Search-ADAccount -AccountDisabled, and Get-ADGroupMember GG_CH_IT | Export-Csv users.csv for a report.
The Active Directory module ships with Windows Server; on a client it comes with the Remote Server Administration Tools (RSAT), the same package that provides the graphical AD consoles for remote administration.
Go deeper:
Microsoft Learn: What is PowerShell? — the object pipeline and the scripting language.
Microsoft Learn: ActiveDirectory module reference — every AD cmdlet with examples.
Microsoft Learn: Remote Server Administration Tools — installing RSAT on a client.