By default PowerShell restricts scripts execution, but it is easy to fix it.
Choco requires PowerShell v3+ (info from official chocolatey.org)
Set-ExecutionPolicy -ExecutionPolicy ALLSIGNED
iwr https://chocolatey.org/install.ps1 -UseBasicParsing | iex
You can also check instructions at chocolatey.org
choco
And follow https://github.com/vvmspace