First, your Azure storage needs to be set up.

Second, you need to have a container.

Third, you need to know what your Azure storage access keys are. You can get them from your Azure storage page. The link should be at the bottom of the storage page screen, as shown in the following screenshot:

Open PowerShell ISE as administrator.

Import the SQLPS module as follows:

#import SQL Server module
Import-Module SQLPS -DisableNameChecking

If one does not already exist, create a credential to use for the remote backup:

$instanceName = "localhost"
$AzureStorageAccount = "replaceThisWithAzureStorageAccount"
$storageKey = "replaceThisWithYourStorageKey"
$secureString = ConvertTo-SecureString $storageKey...