Using make from Windows PowerShell

Take a look at "Make for Windows". After installing you simply call "make" from CMD or PowerShell.

Install Make for Windows from GNU Make and add C:\Program Files (x86)\GnuWin32\bin to your Path Path Ubication Edit Path

As this is the first result I get on Bing when I search for "PowerShell make", I'm creating this answer to note that the official GNU page and the mirrors have Make for Windows source as part of the tar.gz file, and that has been updated to version 4.3 as of January 2020. The provided links to the sourceforge in other answers are still the 2006 3.8.1 version. I am not familiar with the changes in 4.x, as I don't use make enough, but think it's good to keep this question updated so when someone else inevitably finds it they don't get confused.

However, the files on the GNU page do not contain any binaries, so you'll have to build make yourself using GCC or MSVC (which is easy, just a single ./build_w32.bat (with some flags depending on you compiler), which is outlined in the README.W32 file. Then you'll need to take the resulting folder, store it where you want, and add to path or create an alias in PowerShell to run the exe.

Only prebuilt binary I could find is hosted on Chocolatey. The Winget and AppGet (website seems to still be running at time of post though it was supposed to shut down) packages are still the old 3.8.1 versions. If there are any other binary locations, please let me know/post in the comments/edit this answer.