Command-line-friendly way to rustup on windows

Projects that are building on windows in CI need a one-liner to install and run the rustup.
The same way it works on unix and mac.
Example of a script that people use at the moment in CI https://github.com/rust-onig/rust-onig/blob/68393b487c679c789ee8a762e77f568e75a3128a/appveyor_rust_install.ps1

This script is not a very good because it uses appveyor-specific calls.
A better one may look something like

$client = new-object System.Net.WebClient
$client.DownloadFile('https://win.rustup.rs', "$pwd\rustup-init.exe")
.\rustup-init.exe

This is a powershell script, powershell ships inbox on all windows machines.
Bells and whisles to pass channels and other parameters could be added.

By hosting it on the ps1.rustup.rs, there would be a simple copy-pastable one-liner, like in choco https://chocolatey.org/install

It can be then put on https://rustup.rs/ under windows tab.

Start by comparing the referenced AppVeyor PowerShell installer with the proposed rustup-init.exe download flow. Then inspect rustup.rs, especially the Windows tab, to determine where the copy-pastable command would be added. Done means Windows CI users have a documented one-liner that installs and runs rustup with optional parameters without AppVeyor-specific calls.