Windows PowerShell is secure by default. It won’t execute a script when you double-click it. It won’t even run scripts per default when you told it to. You should understand this aspect of PowerShell’s security because it might bite you when you’re not expecting it 
If you download the SwyxWare PowerShell module with a modern web browser like Internet Explorer or Google Chrome, the file gets marked as originating from the internet. Windows even propagates this mark to unzipped files, if the zip file is marked. You can easily detect such files by opening the file properties:

Windows PowerShell recognizes this, too. Depending on PowerShell’s execution policy, such files might not be executed. Per default this policy is set to “Restricted”, i.e. no scripts can be executed at all. In most cases “RemoteSigned” is a reasonable setting. It runs everything stored locally, but requires digital signatures on remote files, e.g. script files located on a network share. Files you download as described above is considered as remote, too.
If you happen to use the PowerShell Community Extension, a highly recommended module every serious PowerShell user should use, you can easily see if a file has been downloaded from the internet and is considered as remote by executing:
ls | Test-AlternateDataStream -Name Zone.Identifier -verbose
To unblock file you can use
For details about PowerShell’s execution policy use
get-help about_Execution_Policies
P.S. We’re thinking about running the SwyxWare PowerShell module build through our build server to get all files properly signed. With signed files and execution policy “remotesigned” you’d get this when you try importing the PowerShell module:

If you answer A for “Always run” here, PowerShell would trust all script files signed with the same Swyx code signing certificate and the “downloaded from internet” mark does no longer matter. It does this by adding the certificate to your trusted publishers list:

More information about digitally signing PowerShell script files is available via this command: