https://chocolatey.org/install
In Powershell:
If Get-ExecutionPolicy returns Restricted, run:
Set-ExecutionPolicy AllSigned
Set-ExecutionPolicy Bypass -Scope Process -Force; [System.Net.ServicePointManager]::SecurityProtocol = [System.Net.ServicePointManager]::SecurityProtocol -bor 3072; iex ((New-Object System.Net.WebClient).DownloadString('https://community.chocolatey.org/install.ps1'))
Now run the script you would like to install.