I think I see what the problem is...
If you have a look at the source files for the Chocolatey Package (which you can find here: https://chocolatey.org/packages/pscx#files) and then click on the Show hyperlink, you will see the following:
$packageName = 'pscx'
$installerType = 'msi'
$url = 'https://pscx.codeplex.com/downloads/get/923562'
$silentArgs = '/quiet'
$validExitCodes = @(0)
Install-ChocolateyPackage "$packageName" "$installerType" "$silentArgs" "$url" -validExitCodes $validExitCodes
As you might be aware, Codeplex has gone into essentially a read-only mode, and it will not continuing being supported. As a result, the download link that was being used within this Chocolatey package (https://pscx.codeplex.com/downloads/get/923562) no longer provides the MSI that the package was expecting.
The net result being that Chocolatey can't install the package. You would need to reach out to the maintainers of that package to get it updated with a new download URL. That is best done using the Contact Maintainers link on the Chocolatey Package page.
As an alternative, the licensed editions of Chocolatey include a package cache feature (which you can find out more about here: https://chocolatey.org/docs/features-private-cdn) which would shield you from these types of changes.