Dependencies

Open PowerShell as an Administrator.
Go to Downloads

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cd 'C:\Users\user\Downloads\'

VC++ v14 Desktop Framework Package

Download VC++ v14 Desktop Framework Package for your architecture, usually x64.
Install it.

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Add-AppxPackage -Path "Microsoft.VCLibs.x64.14.00.Desktop.appx"

Or change Microsoft.VCLibs.x64.14.00.Desktop.appx to your package name.

Microsoft.UI.Xaml.2.7

Download the Nuget package manually by clicking “Download package” on the right hand side under the “About” section.
Change the file extension from .nuget to .zip and open it with any archiving program.
Within the archive navigate to tools\AppX\x64\Release and extract Microsoft.UI.XAML.2.7.appx. (or change x64 for your architecture)
Install with:

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Add-AppxPackage -Path "Microsoft.UI.XAML.2.7.appx"  

Install Winget

From the latest release download the .msixbundle and .xml files: Winget GH.
Install with:

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Add-AppxProvisionedPackage -Online -PackagePath "PATH TO MSIXBUNDLE" -LicensePath "PATH TO XML" -Verbose

Wait for the install to finish and you’re done. You may need to restart the terminal, or reboot your pc.
Verify that the installation succeeded by running winget in PowerShell.
If no errors occur then you’re done!

Alternative Installation Method

Disclaimer:
I am not responsible for this script. It is created and maintained by ThioJoe. Use at your own risk.

You can use a community script created by ThioJoe to install winget.

Open PowerShell as Administrator and run:

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Set-ExecutionPolicy Bypass -Scope Process -Force
iwr -useb "https://raw.githubusercontent.com/ThioJoe/Windows-Sandbox-Tools/main/Installer%20Scripts/Install-Winget.ps1" | iex

Or you can download from the repo and run the script manually.