You are installing a package with parts written in C/C++, so you need to have cl.exe (the Microsoft C Compiler) installed on your computer and in your PATH. PATH is an environment variable that tells Windows where to find executable files.
First, ensure the C++ build tools for Visual Studio are installed.
If you already have Visual Studio on your computer, install Desktop development with C++ from the Visual Studio Installer, which you should have in Start Menu.
Otherwise, you can download Build Tools for Visual Studio separately from the Visual Studio downloads page (near the bottom of the page), then choose C++ build tools from the installer.
Then, instead of the normal Command Prompt or PowerShell, use one of the special command prompts in the Visual Studio folder in Start Menu. This sets up PATH automatically, so that cl.exe can be found.
For 32-bit Python, use x86 Native Tools Command Prompt.
For 64-bit Python, use x64 Native Tools Command Prompt.
This is easily the simplest solution.
For those who don’t know how to do this:
Install the C++ compiler
https://visualstudio.microsoft.com/downloads/#build-tools-for-visual-studio-2019
Go to the installation folder (In my case it is):
C:Program Files (x86)Microsoft Visual C++ Build Tools
Open Visual C++ 2015 x86 x64 Cross Build Tools Command Prompt
Type: pip install package_name