If you haven't actually downloaded the files yet:
Go to gyan.dev (the standard trusted source for Windows builds).
Download the ffmpeg-git-essentials.7z (or .zip).
Extract it. You’ll see a folder named bin. Inside that folder are three files: ffmpeg.exe
Don't leave it in your Downloads folder.
Create a folder called C:\ffmpeg.
Move those 3 files from the bin folder into C:\ffmpeg.
This is the part that fixes your PowerShell error:
Press the Windows Key and type "Env".
Select "Edit the system environment variables".
Click the Environment Variables button at the bottom.
Under System variables, find the one named Path, select it, and click Edit.
Click New and type: C:\ffmpeg
Click OK on all three windows.
Crucial: PowerShell won't see the change in the window you already have open.
Close your current PowerShell window.
Open a new one.
Type: ffmpeg -version
If you see a wall of text starting with "ffmpeg version...", you are officially in business.