First you have to get the file to the box, there are two decent options for it in PowerShell these days (yes, there are more archaic ones).
Option one is to use Invoke-WebRequest [0]:
Option two is to create a webclient [1] option (if the above is too slow):
$wc = New-Object net.webclient
Once you have the file downloaded you can run it.
That said, you may need to allow the execution policy fo the scripts to be run:
Set-ExecutionPolicy -ExecutionPolicy RemoteSigned
After chooseing 'run as administrator' when launching powershell.
You can see the documentation [2] for running scripts for more information on this.
References: