Added script to install multiple USQL sdk

Examples/LocalRun/InstallUSQLSDKs.ps1

@@ -0,0 +1,58 @@
+#Setup for U-SQL Local Run
+
+Set-StrictMode -Version 2
+$ErrorActionPreference = "Stop"
+
+$pkg_names = @(
+    "Microsoft.Azure.DataLake.USQL.SDK",
+    "Microsoft.Azure.DataLake.USQL.Interfaces"
+)
+
+$pkg_source = "https://www.nuget.org/api/v2/"
+
+$root_pkg_folder = join-path $env:ProgramFiles "PackageManagement\NuGet\Packages\"
+
+
+function Install-UsqlSdks()
+{
+    if (!(Test-Path $root_pkg_folder))
+    {
+        New-Item $root_pkg_folder -type directory
+    }
+
+    foreach ($pkg_name in $pkg_names)
+    {
+        Write-Host "Looking for package on Nuget" $pkg_name
+
+        $pkg = Find-Package -Name $pkg_name -Source $pkg_source 
+
+        if ($pkg -eq $null)
+        {
+            Throw "DId not find package"
+        }
+
+        Write-Host "Package found"
+
+        $pkg_folder = join-path $root_pkg_folder ($pkg.Name + "." + $pkg.Version)
+        Write-Host "Package will be installed here: " $pkg_folder 
+
+
+        $install = $false
+
+        if (!(Test-Path $pkg_folder))
+        {
+            Write-Host "Package is not installed. Will download and install" 
+            $install = $true
+        }
+
+        if ($install)
+        {
+
+            Write-Host "Installing" 
+            $pkg | Install-Package -Verbose -Destination $root_pkg_folder
+        }
+    }
+}
+
+
+Install-UsqlSdks