When installing pycrypto you will get several errors. The best way to solve it is NOT install it on Windows. XD

So you need to manually download pycrypto. And before you run setup.py you should edit setup.py and replace all -std=c99 with -std=gnu99

Then just run setup.py build -cmingw32 and setup.py install --skip-build

By the way you should also install ecdsa pip install ecdsa