The [docs at microsoft.com](https://learn.microsoft.com/en-us/powershell/scripting/install/installing-powershell-on-linux?view=powershell-7.3)
and [installing on Ubuntu](https://learn.microsoft.com/en-us/powershell/scripting/install/install-ubuntu?view=powershell-7.3)

For Ubuntu (which I use):
```bash
# Update the list of packages
sudo apt-get update
# Install pre-requisite packages.
sudo apt-get install -y wget apt-transport-https software-properties-common
# Download the Microsoft repository GPG keys
wget -q "https://packages.microsoft.com/config/ubuntu/$(lsb_release -rs)/packages-microsoft-prod.deb"
# Register the Microsoft repository GPG keys
sudo dpkg -i packages-microsoft-prod.deb
# Delete the the Microsoft repository GPG keys file 
rm packages-microsoft-prod.deb
# Update the list of packages after we added packages.microsoft.com
sudo apt-get update
# Install PowerShell
sudo apt-get install -y powershell
# Start PowerShell
pwsh
```