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Even if Python is an interpreted language, you may need to install Windows C++ compilers in some cases. Unlike Linux, compilers for Windows are not included by default in the OS.

By example, you will need to use them if you want :

Install a non-pure Python package from sources with Pip (If there is no Wheel package provided).
Compile a Cython file.

Microsoft provide official C++ compilers called Visual C++, you can find them with Visual Studio or, for some versions, in standalone distribution. Some alternates compilers exists like MinGW, but the CPython implementation is compiled with Microsoft official compilers and compatibility may not be perfect.

The compiler architecture must be the same as Python (Example: If you use Python 64bit, you have to use a 64bit compiler)

Which Microsoft Visual C++ compiler use with a specified Python version ?

Each Python version use a specific compiler version (Example : CPython 2.7 use Visual C++ 9.0, CPython 3.3 use Visual C++ 10.0, ...). So, you need to install the compiler version linked to you Python version :

Visual Studio	Visual C++	CPython
2015	14.0	3.5
2010	10.0	3.3, 3.4
2008	9.0	2.6, 2.7, 3.0, 3.1, 3.2

Compilers Installation

Microsoft Visual C++ 14.0/2015 standalone version: Visual C++ Build Tools 2015 (32bit, 64bit)

Work in progress...

This is the standalone version of Visual C++ 14.0 compiler, you don't need to install Visual Studio 2015.

Microsoft Visual C++ 10.0/2010 standalone version: Windows SDK 7.1 (32bit, 64bit)

This is the standalone version of Visual C++ 10.0 compiler, you don't need to install Visual Studio 2010.

Uninstall Microsoft Visual C++ 2010 Redistribuable if present (in x86 (32bits) and x64 version). If present, it can cause error on Windows SDK 7.1 installation.
Install Microsoft .NET Framework 4 if not present.
Install Microsoft Windows SDK for Windows 7 and .NET Framework 4. Only Windows headers and libraries and Visual C++ Compilers options are needed, you can uncheck all others.
Make a back up and edit the following file: C:\Program Files\Microsoft Visual Studio 10.0\VC\vcvarsall.bat and replace its content with (Replace /x86 by /x64 if you want compile for Python 64bits):

 CALL "C:\Program Files\Microsoft SDKs\Windows\v7.1\Bin\SetEnv.cmd" /x86 /release
 set DISTUTILS_USE_SDK=1
 set MSSdk=1

Install Microsoft Visual C++ 2010 Redistribuable (32bit and/or 64bit).

Microsoft Visual C++ 9.0/2008 standalone version: Visual C++ Compiler for Python 2.7 (32bit, 64bit)

This is the standalone version of Visual C++ 9.0 compiler, you don't need to install Visual Studio 2008.

Note: Even if this compiler specify Python 2.7, you can use it with all Python version Using Visual C++ 9.0.

Install Microsoft Visual C++ 2008 Redistribuable (32bit and/or 64bit).
Install Microsoft Visual C++ Compiler for Python 2.7.

MinGW (32Bit only)

MinGW is an alternate compiler that work with all Python versions. Some incompatibilities may occur with CPython official distribution which is build with Microsoft Visual C++.

Install Minimalist GNU For Windows in C:\MinGW.
Open MinGW Installation Manager, check mingw32-base and mingw32-gcc-g++, and Apply Changes in the Installation menu.
Add C:\MinGW\bin to PATH environment variable (With ";" before is PATH is not empty).
Create a distutils.cfg file with the following content in the folder \Lib\distutils in Python install directory :

 [build]
 compiler=mingw32
 
 [build_ext]
 compiler=mingw32

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