There are several ways to install Powershell on Linux/Max/Windows. The usual way is to download the installer package:

https://github.com/PowerShell/PowerShell/releases/

I prefer to add the package repository to the System to keep the installation up2date when you update your linux system/apps.

Microsoft has a very nice Documentation about the Powershell install:

https://docs.microsoft.com/en-us/powershell/scripting/install/installing-powershell-core-on-linux?view=powershell-6