Recently VMware has changed the way you install PowerCLI from being the standard MSI installer that we have all been used to for years, to downloading and installing it from the PowerShell Repository.
Here is the process for installing PowerCLI:
Open PowerShell by running it as an Administrator
Once PowerShell loads up you will want to change the Execution Policy to Remote Signed
Once that is done you can install PowerCLI by running this command:
Install-Module -Name VMware.PowerCLI -Scope CurrentUser
You will then be prompted at least twice to give your consent to download and install from an untrusted repository.