Make sure you have an Azure Kubernetes Cluster up and running.
Make sure you have an Azure Storage Account with a container, create a service principal and make it a "Storage Account Contributor" on that storage account.
Copy the file azure-credentials.sample as azure-credentials and fill out the required variables.
Next, run deploy-velero.sh. In a few seconds the service should be up and running.
If you need to install the CLI, you could do this as follows
version="v1.6.0"
wget https://github.com/vmware-tanzu/velero/releases/download/$version/velero-$version-linux-amd64.tar.gz
tar xf velero-$version-linux-amd64.tar.gz
sudo cp velero-$version-linux-amd64/velero /usr/local/sbin/
rm -Rf velero-v1.6.0-linux-amd64*Run the script 01saadsl.sh to set Azure as the default storage location, before performing any backups or restores.