Hi @pkr,
To install locally in a project you can use:
npm install @openzeppelin/cli
You can then run using
npx oz [command]
This looks like an issue with node 13. I get the same error with sha3.
I have created an issue: https://github.com/OpenZeppelin/openzeppelin-sdk/issues/1289
It appears to be caused by the version of sha3 which is a dependency of web3.
I use node v10.16.0, though you should be able to use node 12. I suggest changing the version of node to either 10 or 12.
$ nvm install 10.16.0
$ nvm alias default 10.16.0