3. Install the `pylzma` package from [Christoph Gohlke's Unofficial Windows Binaries](http://www.lfd.uci.edu/~gohlke/pythonlibs/). `cp39` means CPython 3.9 and `amd64` means 64-bit and in Christoph Gohlke's packages naming convention. The package name you are looking for should be similar to `pylzma-0.5.0-cp39-cp39-win_amd64.whl`. To install `.whl` packages from Christoph Gohlke's Unofficial Windows Binaries page, you can use pip. In your command line window, type: `pip install [path to .whl]` and press `↵ Enter`.
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