'"The term 'sh' is not recognized" when installing Rust

sh : The term 'sh' is not recognized as the name of a cmdlet, function, script file, or operable program. Check the spelling of the name, or if a 
path was included, verify that the path is correct and try again.
At line:1 char:61
+ curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
+                                                             ~~
    + CategoryInfo          : ObjectNotFound: (sh:String) [], CommandNotFoundException
    + FullyQualifiedErrorId : CommandNotFoundException


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