Chocolatey is the single thing that makes windows bearable.
Chocolatey is a package manager, one of the things that make Linux good. Instead of downloading programs from the browser, you can do all that trough the terminal.
Chocolatey has an installation guide, it boils down to the following:
Set-ExecutionPolicy Bypass -Scope Process -Force;[System.Net.ServicePointManager]::SecurityProtocol =[System.Net.ServicePointManager]::SecurityProtocol -bor 3072; iex((New-ObjectSystem.Net.WebClient).DownloadString('https://community.chocolatey.org/install.ps1'))