Quite easy, the important hint is here: https://stackoverflow.com/a/50210015
So basically, with the Visual Studio Installer:
Install Visual Studio Community
Click "change"
Go to the tab for individual components/packages
- Seach "msvc v141" and activate for your platform (x64)
- Search "Windows 10 SDK" and activate the latest
Now you can install packages that need compiling on windows (assuming that you have python installed anyhow)