Depending on the ExecutionPolicy set on your machine you can try this
Invoke-WebRequest https://chocolatey.org/install.ps1 -UseBasicParsing | Invoke-Expression
or if that fails try this
Set-ExecutionPolicy Bypass -Scope Process -Force; [System.Net.ServicePointManager]::SecurityProtocol = [System.Net.ServicePointManager]::SecurityProtocol -bor 3072; iex ((New-Object System.Net.WebClient).DownloadString('https://community.chocolatey.org/install.ps1'))