Create Key Vault with Powershell

Login-AzureRmAccount
Set-AzureRmContext -SubscriptionId "your subcription id"
$ResourceGroupName='test-rg'
$vaultName='testvault'
$Location='Southeast Asia'
$keyv=Get-AzureRMKeyVault -VaultName $vaultName -ResourceGroupName $ResourceGroupName
if(($keyv | Measure-Object).Count -eq 0)
{
      $keyv = New-AzureRmKeyVault -VaultName $vaultName -ResourceGroupName $ResourceGroupName -Location $Location
}