Newest Python 3.8.4 or higher should able to support https protocol out of box. If you still have old python installation on your pc - either download & install python3 manually, or using Chocolatey:
If you don't have Chocolatey, install it - from here: https://chocolatey.org/docs/installation
You can just copy paste one command line liner and execute it from command prompt with elevated priviledges.
choco install python3
if you don't have python3 installed, or you you have it installed - then:
choco upgrade python3
Notice also that you can use also anaconda distribution, as it has built-in python with https support, but this rather ancient instructions, no need to follow them anymore.
Install anaconda, using command line:
choco install anaconda3
Set environment variables:
set PATH=C:\tools\Anaconda3\Scripts;C:\tools\Anaconda3;C:\tools\Anaconda3\Library\bin;%PATH%
and then run command which failed. In my case it was:
pip install conan
Anaconda uses separate python installation, and pip is also anaconda specific.