PowerShell is a command-line language widely used in Windows. You operate it from console (also called terminal) software.
For console software, conemu is mainstream on Windows 10, while terminator and termux are mainstream on Linux and Ubuntu distributions. PowerShell can also be launched from powershell.exe.
Let’s enter powershell from ctrl-R and execute it.

Did you manage to open PowerShell?

In PowerShell, there’s an initialization file that’s automatically loaded when the console is launched. It usually exists at C:\Users\[username]\OneDrive\Documents\WindowsPowerShell\Microsoft.PowerShell_profile.ps1.
Alternatively, the variable $PROFILE contains the path to the Microsoft.PowerShell_profile.ps1 file. Let’s check with echo $PROFILE.
> echo $PROFILE
C:\Users\[username]\OneDrive\Documents\WindowsPowerShell\Microsoft.PowerShell_profile.ps1

If the Microsoft.PowerShell_profile.ps1 file cannot be found, you might want to try using file search software like everything.
Open and edit the Microsoft.PowerShell_profile.ps1 file with an editor such as Notepad or Atom, and add functions and aliases to Microsoft.PowerShell_profile.ps1.
The Microsoft.PowerShell_profile.ps1 file is loaded when you launch the console and when you directly reload the Microsoft.PowerShell_profile.ps1 file.
Log in again with the powershell.exe command, or reload with powershell.exe $PROFILE.
Here are some examples of functions and aliases:
Example of an alias:
Set-Alias ahk "C:\Program Files\AutoHotkey\AutoHotkeyU64.exe"
Example of a function:
function vim([string]$file)
{
bash -c "sudo vim $file"
}