How to use nuget install package for F# script without a solution?

Since late 2019, this is now natively supported:

#r "nuget: Suave" 
#r "nuget: FSharp.Data" 
#r "nuget: FSharp.Charting" 

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Original answer:

There is a fun hack you can do that is documented on the suave.io web site, which downloads Paket and then uses it to download packages - and all of this in a few lines in a script file:

// Step 0. Boilerplate to get the paket.exe tool
open System
open System.IO     
Environment.CurrentDirectory <- __SOURCE_DIRECTORY__
 
if not (File.Exists "paket.exe") then
    let url = "https://github.com/fsprojects/Paket/releases/download/0.31.5/paket.exe"
    use wc = new Net.WebClient()
    let tmp = Path.GetTempFileName()
    wc.DownloadFile(url, tmp)
    File.Move(tmp,Path.GetFileName url)
 
// Step 1. Resolve and install the packages     
#r "paket.exe"     
Paket.Dependencies.Install """
source https://nuget.org/api/v2

nuget Suave
nuget FSharp.Data
nuget FSharp.Charting
""";;

It is a bit long for my taste, but it lets you do everything without leaving a script file and F# Interactive.

The new out-of-the-box way to do this is simply add this in your .fsx script:

#r "nuget: FSharp.Data, Version=3.3.3"

(The PR that implemented this, for reference; and the release where this is unveiled.)

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OLD ANSWER:

For Linux users out there, if your distro is Debian-based (tested with Ubuntu 16.04), you could, inside your F# script, do:

1. Install the nuget package if it's not installed already (use sudo apt install nuget).
2. Do nuget install FSharp.Data -Version 2.3.2.
3. Load the DLL via an #r line (e.g. #r "FSharp.Data.2.3.2/lib/net40/FSharp.Data.dll).

This way you don't need to download .exe files from some web server, which feels totally insecure.

PS: Beware, you would still be trusting the library (binary) received from (Microsoft's) Nuget server though.