There are number of ways you can install Oh-My-Posh. But commonly you install Oh-My-Posh either from PSGallery by using PowerShell's 'Install-Module' command or with Oh-My-Posh supplied platform-specific install instructions like 'Winget' on their website. Hence you can choose to run any one of the following.
winget install JanDeDobbeleer.OhMyPosh -s winget