Chocolatey is a package manager for Windows. It's similar to Apt in that it lets you install both command-line tools and applications. To install Chocolatey, you need to run the command prompt (cmd.exe) as an administrator. You can do this by pressing the Start menu button, typing cmd, and right-clicking on the Command Prompt application and selecting Run as administrator:
Running the Command Prompt as an administrator
Then just run the following command:
@"%SystemRoot%System32WindowsPowerShellv1.0powershell.exe" -NoProfile -InputFormat None -ExecutionPolicy Bypass -Command "iex ((New-Object System.Net.WebClient).DownloadString('https://chocolatey.org/install.ps1'))" && SET "PATH=%PATH%;%ALLUSERSPROFILE%chocolateyin"
The easiest way to get the command text is through Chocolatey's installation page at https://chocolatey.org/install. There's a button to copy the text to your clipboard under the Install with cmd.exe section. You could also install the application using PowerShell if you follow the steps on the Installation page.