In the Dynamics CRM SDK, there is the capability to use PowerShell to connect to CRM.
To do this, in the SDK\Bin folder, there is a file called RegisterXRMTooling.ps1:
Open PowerShell as an Administrator and from the file directory, run .\RegisterXRMTooling.ps1
Once complete, you should see something like below:
Type: Get-Help “CRM” to see it working: