Download Sysmon.exe from https://live.sysinternals.com

DownloadSysmon.ps1

function DownloadSysmon {
    [cmdletbinding()]
    Param()
    $Result  = $(Test-Path (Join-Path -Path ([System.IO.Path]::GetTempPath()) -ChildPath sysmon.exe));
    if(-not $Result) {
        try {
            # https://msdn.microsoft.com/en-us/library/system.io.path.gettempfilename%28v=vs.110%29.aspx
            $tmpfile = [System.IO.Path]::GetTempFileName()
            $null = Invoke-WebRequest -Uri 'https://live.sysinternals.com/Sysmon.exe' `
                              -OutFile $tmpfile -ErrorAction Stop
            Write-Verbose 'Sucessfully downloaded Sysmon.exe'
            Unblock-File -Path $tmpfile -ErrorAction Stop
            $exefile = Join-Path -Path (Split-Path -Path $tmpfile -Parent) -ChildPath 'a.exe'
            if (Test-Path $exefile) {
                Remove-Item -Path $exefile -Force -ErrorAction Stop
            }
            $tmpfile | Rename-Item -NewName 'a.exe' -Force -ErrorAction Stop

        } catch {
            Write-Verbose "Something went wrong $($_.Exception.Message)"
        }
    }
}