Here's a short PowerShell script to do what you probably expect:
$sourceNugetExe = "https://dist.nuget.org/win-x86-commandline/latest/nuget.exe"
$targetNugetExe = "$rootPath\nuget.exe"
Invoke-WebRequest $sourceNugetExe -OutFile $targetNugetExe
Set-Alias nuget $targetNugetExe -Scope Global -Verbose
Note that Invoke-WebRequest
cmdlet arrived with PowerShell v3.0. This article gives the idea.