It's not all that standard on Linux under the covers either, because the package manager is a function of the distribution and its ecosystem and there are two main package ecosystems rpm (current package manager: yum) and deb (current package manager: apt) and a very long tail of other package systems and ecosystems. If you stick primarily to a single distribution you wind up mostly fine (until you need packages outside your ecosystem), if you need to interact with multiple ecosystems things get more complex.

The big difference between something like Chocalatey and rpm/deb Linux package ecosystems is more one of scale (how many packages exist in the ecosystem; how many players are expected/required to buy into the ecosystem).

An interesting twist to this is that PowerShell in Windows 10 'recently' added a meta-package manager "OneGet" that was designed to use a single set of commands to learn to work with a wide collection of package ecosystems (including, but not limited to, Chocolatey, NuGet, MSI installers, Docker packages, whatever other sort of provider someone wants to build).

There are several different ways, see e.g http://stackoverflow.com/questions/113542/how-can-i-uninstal...