I have just install Ngrok via Chocolatey but I cannot get it to work, I have restarted the machine, tried adding the /ProgramData/chocolatey/Ngrok folder to the PATH environment variables, and running a variety of commands into CMD but no luck, CMD is telling me 'ngrok' is an unrecognised command.
You should follow up on the package page. Chocolatey.org packages are community maintained.
On the left side you will see a contact maintainers link, let them know. Also you might consider starting a disqus conversation at the bottom of the package page (maintainers may not monitor the thread but others could come across it and add some notes).