Installing on Windows is much as you'd expect. You install from the MSI provided at https://github.com/PowerShell/PowerShell/releases. You can either follow the GUI MSI wizard, or you can invoke the installation from the command line:

msiexec /i PowerShell-6.0.0-beta.5-win10-win2016-x64.msi /q /l*xv C:log.txt