Search for PowerShell command in here - https://learn.microsoft.com/en-us/powershell/module/az.synapse/?view=azps-5.6.0
Edit #1
To create synapse pipeline, use Set-AzSynapsePipeline. Check other commands that starts with "Set-" which can be used to create datasets, linked services...
----------
Please don't forget to Accept Answer and Up-vote if the response helped -- Vaibhav