The latest version of python is shipped with pip. But, if you are using older version of python 2(<2.7.9) or python 3(<3.4) and still need pip on windows please follow the instruction below.
If pip is not installed or the path is not set correctly you will get an error like below while invoking it in windows command prompt.
pip install sklearn 'pip' is not recognized as an internal or external command, operable program or batch file.
Here are the steps to get pip in your windows box.