Here is the recipe for PowerShell noobs like me:
Edit or create Microsoft.PowerShell_profile.ps1 in active user's Documents\WindowsPowerShell folder (create the folder if it does not exist)
Add the following lines:
<!-- lang: shell -->
if(Test-Path ~\AppData\Local\GitHub){
. (Resolve-Path "$env:LOCALAPPDATA\GitHub\shell.ps1")
. (Resolve-Path "$env:github_posh_git\profile.example.ps1")
}