PS C:\> Set-ExecutionPolicy Bypass -Scope Process -Force; [System.Net.ServicePointManager]::SecurityProtocol = [System.Net.ServicePointManager]::SecurityProtocol -bor 3072; iex ((New-Object System.Net.WebClient).DownloadString('https://chocolatey.org/install.ps1'))
Getting latest version of the Chocolatey package for download.
Getting Chocolatey from https://chocolatey.org/api/v2/package/chocolatey/0.10.15.
Extracting C:\Users\will\AppData\Local\Temp\chocolatey\chocInstall\chocolatey.zip to C:\Users\will\AppData\Local\Temp\chocolatey\chocInstall...
Installing chocolatey on this machine
Creating ChocolateyInstall as an environment variable (targeting 'Machine')
  Setting ChocolateyInstall to 'C:\ProgramData\chocolatey'
WARNING: It's very likely you will need to close and reopen your shell
  before you can use choco.
WARNING: Not able to set permissions for C:\ProgramData\chocolatey.
We are setting up the Chocolatey package repository.
The packages themselves go to 'C:\ProgramData\chocolatey\lib'
  (i.e. C:\ProgramData\chocolatey\lib\yourPackageName).
A shim file for the command line goes to 'C:\ProgramData\chocolatey\bin'
  and points to an executable in 'C:\ProgramData\chocolatey\lib\yourPackageName'.

Creating Chocolatey folders if they do not already exist.

WARNING: You can safely ignore errors related to missing log files when
  upgrading from a version of Chocolatey less than 0.9.9.
  'Batch file could not be found' is also safe to ignore.
  'The system cannot find the file specified' - also safe.
Adding Chocolatey to the profile. This will provide tab completion, refreshenv, etc.
WARNING: Unable to add Chocolatey to the profile. You will need to do it manually. Error was 'Cannot process argument transformation on parameter 'Encoding'. 'byte' is not a supported encoding name. For information on defining a custom encoding, see the documentation for the Encoding.RegisterProvider method. (Parameter 'name')'
This is how add the Chocolatey Profile manually.
Find your $profile. Then add the following lines to it:

$ChocolateyProfile = "$env:ChocolateyInstall\helpers\chocolateyProfile.psm1"
if (Test-Path($ChocolateyProfile)) {
  Import-Module "$ChocolateyProfile"
}
Chocolatey (choco.exe) is now ready.
You can call choco from anywhere, command line or powershell by typing choco.
Run choco /? for a list of functions.
You may need to shut down and restart powershell and/or consoles
 first prior to using choco.
Ensuring chocolatey commands are on the path
Ensuring chocolatey.nupkg is in the lib folder
PS C:\>