How do I check if a PowerShell module is installed?

You can use the ListAvailable option of Get-Module:

if (Get-Module -ListAvailable -Name SomeModule) {
    Write-Host "Module exists"
} 
else {
    Write-Host "Module does not exist"
}

A module could be in the following states:

• imported
• available on disk (or local network)
• available in an online gallery

If you just want to have the darn thing available in a PowerShell session for use, here is a function that will do that or exit out if it cannot get it done:

function Load-Module ($m) {

    # If module is imported say that and do nothing
    if (Get-Module | Where-Object {$_.Name -eq $m}) {
        write-host "Module $m is already imported."
    }
    else {

        # If module is not imported, but available on disk then import
        if (Get-Module -ListAvailable | Where-Object {$_.Name -eq $m}) {
            Import-Module $m -Verbose
        }
        else {

            # If module is not imported, not available on disk, but is in online gallery then install and import
            if (Find-Module -Name $m | Where-Object {$_.Name -eq $m}) {
                Install-Module -Name $m -Force -Verbose -Scope CurrentUser
                Import-Module $m -Verbose
            }
            else {

                # If the module is not imported, not available and not in the online gallery then abort
                write-host "Module $m not imported, not available and not in an online gallery, exiting."
                EXIT 1
            }
        }
    }
}

Load-Module "ModuleName" # Use "PoshRSJob" to test it out