I use this script you can try if fits on your needs.
$subscriptionName = "YourSubscriptionName"
$extensionName = "BGINFO"
$extensionPublisher = "Microsoft.Compute"
$extensionVersion = "2.1"
$extensionType = "BGInfo"
$location = "Location"
$resourceGroupName = "YourResourceGroupName"
$vmName = "YourVMName"
#List available extensions for Azure VM
Get-AzureVMAvailableExtension | Select ExtensionName, Publisher, CompanyName, Description, Type
#connect to azure account
Login-AzureRmAccount
#set current subscription
Set-AzureRmContext -SubscriptionName $subscriptionName
#install extension
Set-AzureRmVMExtension -ExtensionName $extensionName -Publisher $extensionPublisher -Version $extensionVersion -ExtensionType $extensionType -Location $location -ResourceGroupName $resourceGroupName -VMName $vmName