First open a console then cd to where you've downloaded your file like some-package.whl and use
pip install some-package.whl
Note: if pip.exe is not recognized, you may find it in the "Scripts" directory from where python has been installed. I have multiple Python installations, and needed to use the pip associated with Python 3 to install a version 3 wheel.
If pip is not installed, and you are using Windows: How to install pip on Windows?