Install Chocolatey

Open a Powershell window and execute the following command as admin:

Set-ExecutionPolicy Bypass -Scope Process -Force; `
[System.Net.ServicePointManager]::SecurityProtocol = [System.Net.ServicePointManager]::SecurityProtocol -bor 3072; `
iex ((New-Object System.Net.WebClient).DownloadString('https://chocolatey.org/install.ps1'))

Install Azure servicebus explorer

Once choco is installed execute simply:

choco install servicebusexplorer

Once it is installed. Just run ServiceBusExplorer.exe in a Powershell terminal to open it.