Import-Module : The specified module 'activedirectory' was not loaded because no valid module file was found in any module directory

The Active Directory module is part of the Remote Server Administration Tools (RSAT), which you have to download first.

Download URL: http://www.microsoft.com/en-us/download/confirmation.aspx?id=7887

After the installation is complete, open the Control Panel, start typing “features,” and then click Turn Windows features on or off. Scroll down to Remote Server Administration Tools and enable Active Directory Module for Windows PowerShell in Remote Server Administration Tools > Role Administration Tools > AD DS and AD LDS Tools.