[python] How do I install Python packages on Windows?

Newer versions of Python for Windows come with the pip package manager. (source)

pip is already installed if you're using Python 2 >=2.7.9 or Python 3 >=3.4

Use that to install packages:

cd C:\Python\Scripts\
pip.exe install <package-name>

So in your case it'd be:

pip.exe install mechanize