How it works...
Usually, the installation instructions for Linux require the registration of a package repository that's maintained by Microsoft and used to publish PowerShell Core. The repository settings include the URL, a reference to the GPG public key, and the status of the repository.
On Linux, binary packages are usually compiled using a makefile on the running OS and then, for example, linked or copied to one of the binary paths. The best example for this is probably Gentoo, where compiling your kernel and all components, libraries, and software is actually required. With RPM and DEB packages, developers can better resolve dependencies and include all necessary instructions to install a binary package or compile a source package.
With binary packages, the component is compiled for a specific architecture with general compilation flags set. While this won't allow the user to fine-tune every part of the installation, it'll provide the benefit of an easier deployment.
PowerShell comes pre-built in, for example, an RPM package for different OS architectures. By using the package management provider of the distribution, you ensure that all necessary dependencies are installed alongside the package itself.
With Ubuntu 18.10, PowerShell is available as a Snap package in the Ubuntu Software store. This allows a more user-friendly installation of PowerShell that doesn't require the command line at all—apart from using PowerShell, of course.