When developing with Python in on Windows, I use the Babun shell. Here, I describe how to set up a Python environment for use in Babun.
Install easy_setup:
wget https://bootstrap.pypa.io/ez_setup.py -O - | python
Use easy_setup to install pip:
easy_install pip
At this point, you're free to use pip to install Python packages. For example:
pip install Pillow