1. Download the Microsoft Security Compliance Toolkit 1.0
https://www.microsoft.com/en-us/download/details.aspx?id=55319
2. Copy the LGPO.exe to the folder under script
Get-ChildItem -Path "C:\Source\Windows-10-v22H2-Security-Baseline" -Recurse | Unblock-File PowerShell.exe -ExecutionPolicy RemoteSigned -File .\Baseline-LocalInstall.ps1 -Win10NonDom
3. Reboot the machine
Reference: