SQL Server started shipping with the SQLPS module in SQL Server 2012. The SQLPS module allows PowerShell to access SQL Server-specific cmdlets and functions, and also loads commonly used assemblies when working with SQL Server. This continues to be the case in SQL Server 2014.
Launching PowerShell from SQL Server Management Studio (SSMS) launches a Windows PowerShell session which imports the SQLPS module automatically, and sets the current context to the item the PowerShell session was launched from. Database administrators and developers can then start navigating the object hierarchy from there.
To follow this recipe, you should log in to SQL Server 2014 Management Studio.