Works, just needs some additional instruction

It works it just needs to be tweaked.

Copy the powershell script on the target machine in the folder:
C:program files
sclient++scripts

Then in your config ini file add:
[/settings/external scripts/scripts]
check_ex2013dag=cmd /c echo scriptsCheckEX2013DAG.ps1; exit($lastexitcode) | powershell.exe -command –

Then it should work. Keep in mind that in your nagios server give it a higher timeout (I used 60 seconds) because the results will not come back in the default 10.