I lied, and I'm sorry! The latest version of Windows Management Framework is version 5.0, and so the latest Powershell version is also 5.0, which is the same version as that in Windows 10, and it's from checking in Windows 10 that I discovered my mistake. So please forget what I said about the version 4.0 and download Windows Management Framework 5.0 instead.
Please read the instructions for selecting the correct downloads for your operating system, and when you are presented with that page, note that to get the download for each item, there's a link on its same line to click on.
And when it's all over, you'll have this.....
...and I'll be embarrassed for giving you a bum steer earlier here.