If you can’t install it on pip, you can go to Python extension packages for windows – Christoph gohlke (UCI. EDU) to find what you need to install. For example, if I can’t install xgboost, search for xgboost here

Find the WHL file that matches your own Python Version (the file name and version supported by PIP), such as Python 3.0 represented by cp38.8；

You can enter Python – M PIP debug — verbose in CMD to view the file names and versions supported by your PIP:

After downloading the file, put the file in the same level directory of your Python running file and run PIP install # xgboost-1.5.1-cp38-cp38-win32.WHL (what I need is xgboost-1.5.1-cp38-cp38-win32.WHL)