This article has not been completed yet. However, it may already contain  helpful Information and therefore it has been published at this stage.

$chocolateyAppList = "microsoft-windows-terminal,microsoft-edge,7zip,notepadplusplus"
 
if ([string]::IsNullOrWhiteSpace($chocolateyAppList) -eq $false -or [string]::IsNullOrWhiteSpace($dismAppList) -eq $false)
{ 
    try{
        choco config get cacheLocation 
    }catch{
        Write-Output "Chocolatey not detected, trying to install now"
        iex ((New-Object System.Net.WebClient).DownloadString('https://chocolatey.org/install.ps1')) 
    } 
}

if ([string]::IsNullOrWhiteSpace($chocolateyAppList) -eq $false){
    Write-Host "Chocolatey Apps Specified" 

    $appsToInstall = $chocolateyAppList -split "," | foreach { "$($_.Trim())" } 
    foreach ($app in $appsToInstall)
    {
        Write-Host "Installing $app"
        & choco install $app /y 1 Write-Output
    } 
}

Note: Microsoft-Windows-Terminal is not supported on Windows Server 2019 Version  1809

powershell -ExecutionPolicy Unrestricted -File choco.ps1

Sources:

Chocolatey with Custom Script Extension on Azure VMs | Blog y actualizaciones de Azure | Microsoft Azure
This blog gives an overview of how to run Chocolatey commands on a remote Azure VM using Custom Script Extension.
Troubleshoot Azure Arc-enabled servers VM extension issues - Azure Arc
This article tells how to troubleshoot and resolve issues with Azure VM extensions that arise with Azure Arc-enabled servers.