On our example Ubuntu system, we run the following commands in order to setup the apt-get repository to point to Microsoft's repo, then run apt-get to install PowerShell.

# Import the public repository GPG keys
curl https://packages.microsoft.com/keys/microsoft.asc | sudo apt-key add -

# Register the Microsoft Ubuntu repository
curl https://packages.microsoft.com/config/ubuntu/14.04/prod.list | sudo tee /etc/apt/sources.list.d/microsoft.list

# Update apt-get
sudo apt-get update

# Install PowerShell
sudo apt-get install -y powershell