Azure Cloud Shell is a browser-based scripting environment that allows users to manage their Azure resources using either Bash or PowerShell. It offers the built-in capability to execute scripts like those written for Azure Resource Manager (ARM) without the need for any additional installation or configuration on a local machine. Azure Portal, while it does facilitate management of Azure resources, it is not a scripting environment. Azure Advisor, conversely, provides recommendations on best practices but doesn't perform deployments. Azure Bash isn't a valid Azure feature; it's possibly a confusion with the Bash environment available in the Cloud Shell.