PowerShell Core
PowerShell Core, or PowerShell 7 and up, is the new open-source version of PowerShell, developed by Microsoft. It contains a lot of improvements, including cross-platform support.
How to Install
Windows
Installing PowerShell on Windows
macOS
Installing PowerShell on macOS
Linux
Note, not all modules and commands will work on Linux, only ones that were built with support for PowerShell 7 and up.