First thing is you must be a member of the local Administrator group on the computer where the Microsoft Dynamics NAV Administration Shell is installed.
Secondly run the powershell as a administrator.
If you don't allow the execution of powershell script, you can set execution policy using following command.
If you didn't start the Administration Shell, you will need to import the module NavAdminTool.PS1. This can be found in the service folder of related version.
You can run following command with example to import module.
Finaly you can add the windows user Permission using following command.