When running the PowerShell script to download the Dynamics CRM SDK as per this Microsoft article the following error occurs File xxx.ps1 cannot be loaded. The file xxx.ps1 is not digitally signed. You cannot run this script on the current system.
Solution
Execute the Set-ExecutionPolicy Unrestricted PowerShell code to set the execution policy to unrestricted.
Please note this is not best practice, as running vicious PowerShell scripts with unrestricted execution policy can have catastrophic consequences. Therefore never run a PowerShell script with unrestricted execution policy on a production server or an important server. I this circumstance am happy to take the risk since I trust the script and since I am running it on a development machine.
Full Error
Full PowerShell to Download CRM SDK
Resources
PowerShell to Download CRM SDK https://community.dynamics.com/crm/b/crm365blog/archive/2018/07/05/microsoft-dynamics-365-sdk-download-using-powershell
Set PowerShell Execution Policy
