If you ever decide to try Powersploit , chances are your antivirus will automatically remove those files. :(
But if you decide to proceed (by disabling your AntiVirus - at your own risk) then just copy the entire folder in your Powershell installation module, which could be something like this :-
C:\Program Files (x86)\WindowsPowerShell\Modules
To get started with it, following instruction in README.MD in each subfolders.
For example, if you're going to try out Recon modules, follow instruction here.