How do i apply powershell to prevent my Azure account been expire.

hi all,

 I have read the document https://docs.microsoft.com/en-us/azure/active-directory/authentication/concept-sspr-policy#set-or-check-the-password-policies-by-using-powershell and I am confuse. where do I run the powershell command from? on each individual machine or run the powershell command on Azure AD portal itself? I have zero knowledge on Azure AD because I am only using Intune inside Azure AD. right now I don't want all my account to get expire. I don't no where to run the powershell from? do I need to download anything from the powershell gallery to get it to work as it state on the document?

Thanks a lot.