I try to use release pipeline and setup a task "run powershell on target machines"

And here are the error messages:

##[error]Unable to create pssession. Error: 'Connecting to remote server XXX failed with the following error message : The client cannot connect to the destination specified in the request. Verify that the service on the destination is running and is accepting requests. Consult the logs and documentation for the WS-Management service running on the destination, most commonly IIS or WinRM. If the destination is the WinRM service, run the following command on the destination to analyze and configure the WinRM service: "winrm quickconfig". For more information, see the about_Remote_Troubleshooting Help topic.'

##[error]The remote session query failed for XXX with the following error message: The client cannot connect to the destination specified in the request. Verify that the service on the destination is running and is accepting requests. Consult the logs and documentation for the WS-Management service running on the destination, most commonly IIS or WinRM. If the destination is the WinRM service, run the following command on the destination to analyze and configure the WinRM service: "winrm quickconfig". 

##[error]PSSession could not be created for Machine:'XXX:5986'

My VM is on Azure, and I already open PORT 5986\5985 in 'internet' settings. I found some article talking about "remote management", however, I am not sure how to set this up on my VM.

The suggestion from @wade-zhou-msft seems not working. But thanks!

Updata-2 change the network setting, no more error. But the situation still the same ...

In addition, my 'copy file to remote machine' task works well.

Update-3 I find articles talks about "how to remotely run powershell command from Linux"