Microsoft .NET Framework 4.5.2+ : Download
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We have a short video tutorial here walking through the installation here. The irony is that it's recorded for Sitecore version 7.x which is no longer supported. ¯\_(ツ)_/¯
The SPE module installs like any other for Sitecore.
Following the installation you'll find these new items added to the Sitecore menu:
Sitecore > PowerShell Console
Sitecore > PowerShell Toolbox
Sitecore > Development Tools > PowerShell ISE
Sitecore > Reporting Tools > PowerShell Reports
You may also clone the project from GitHub and compile it. This allows you to access the latest functionality without waiting for a new release. See the following contributor guide for instructions on how to get up and running.
See the troubleshooting section here