If you some reason you want to download and install Python 3.x.x using PowerShell, then you can write your own script as follows.
Script to download Python using PowerShell
# Step 1: get the download link of Python version 3.x.x from the internet
$pythonInstallerUrl = "https://www.python.org/ftp/python/3.9.8/python-3.9.8.exe"
# Step 2: set the PATH where the Python installer will be downloaded.
$pythonSetup = "D:\setup\python-3.9.8.exe"
# Step 3: Download the Pyhton 3.x.x setup file.
Invoke-WebRequest -Uri $pythonInstallerUrl -OutFile $pythonSetup
# Step 4: Install Python with default settings.
Start-Process -Wait -FilePath $pythonSetup -ArgumentList "/quiet", "PrependPath=1"
# Step 5: Remove the setup file (Optional)
Remove-Item -Path $pythonSetup

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