To do the signing you can use the
Set-AuthenticodeSignature cmdlet. This, of course, requires a certificate. If you have a Certificate Authority (unlikely) that will be able to create a code signing certificate. Otherwise there are various tools to create a self-signed certificate.
You install the certificate in your certificate store (open the
.pfx file in Windows Explorer to do this), and then pass it to
cert: provider/drive gives access to certificates in your store).
or the online version of that help topic for details (including creating a self-signed certificate using the Windows SDK tools).
 I assume this is the big download you're referring to: you can just install the bits you need, or make use of other tools (OpenSSL includes certificate generation). Getting the SDK is, for this purpose, a one-off activity.