This article is a quick overview of the commands used to create and add disks through PowerShell.  This can be especially helpful when adding many disks to the same VM.  The Azure web portal can take 1-2 minutes per disk to complete an add operation.

Your PowerShell environment should be set up with the necessary permissions to your Azure account.  See this Microsoft Article for Azure cmdlets download and setup information

select your subscription

then show LUN numbers of existing disks at the VM

Get-AzureVM -ServiceName “<the Azure Service Name of the VM, often the same as the VM name>” -Name “<Azure VM Name>” | Get-AzureDataDisk

Azure-Get-AzureDataDisk-LUN

 

3 is the sequential LUN, the next disk would be LUN 4

 

Then you can add a new disk with the following command:

Get-AzureVM “<Azure Service Name>” -Name “<Azure VM Name>” | Add-AzureDataDisk -CreateNew -DiskSizeInGB 300 -MediaLocation “https://<DiskURLLocation>.blob.core.windows.net/vhds/server1-azurevmdisk-1.vhd” -DiskLabel “azurevmdisk1” -LUN 4 | Update-AzureVM

This screenshot shows the addition of 2 disks:
Azure-PowerShell-cmdlets-AzureDataDisk