When building an Azure VM with PowerShell you need to first login using the Login-AzureRmAccount. After that, use the Get-AzureSubscription to list the subscriptions on the account.
There is one (or two) steps missed between these two commands. Per the MSDN documentation, Get-AzureSubsciption requires the Add-AzureAccount command first, or use the Get-AzurePublishSettingsFile, Import-AzurePublishSettingsFile to install the publish settings file locally.
The correct process is:
The link below lists the requirements for the Get-AzureSubscription command.