In my post on exploring PowerShell, I jumped right in to exploring PowerShell.

If you're on Windows, you already have PowerShell, and you can follow along.

If you're on OSX, the easiest way to install PowerShell is

$ brew cask install powershell
$ pwsh

There are more details at Installing PowerShell Core on macOS (docs.microsoft.com).

On Ubuntu, it's

$ sudo apt-get install -y powershell

There are more details, and instructions for other distributions at Installing PowerShell Core on Linux (docs.microsoft.com).