The latest version of Powershell (as of September 2019) is v6.2.2. You may have a older version of Powershell installed with your Windows. It can be updated to the latest and greatest version by running the following Powershell comand (as administrator):

iex "& { $(irm https://aka.ms/install-powershell.ps1) } -UseMSI"

You then get the response below:

VERBOSE: About to download package from
'https://github.com/PowerShell/PowerShell/releases/download/v6.2.2/PowerShell-6.2.2-win-x64.msi'

Then the Powershell setup should run.

Thanks to Thomas Maurer @ https://www.thomasmaurer.ch/2019/03/how-to-install-and-update-powershell-6/