Use PowerShell

To get to a PowerShell from a command prompt:

powershell

You can also hit the Windows (⊞) key and type in "PowerShell" to find a PowerShell Prompt.

I prefer to configure my IDEs to also use PowerShell. In Visual Studio Code (VSCode):

// Settings.json
{
    // ...
    "terminal.integrated.shell.windows": "powershell.exe"
}

Use a Package Manager

There are several options such as scoop for Windows.

Set-ExecutionPolicy RemoteSigned -scope CurrentUser
Invoke-Expression (New-Object System.Net.WebClient).DownloadString('https://get.scoop.sh')
scoop install sudo
sudo echo "Bloop"