This guide assumes no Python installation is available on a Windows machine, and your firewall allows downloading .whl files. This guide also assumes your Maya version is 2014-2017 (these use Python 2.7.x); adjust versions as necessary for earlier Maya versions. This guide will use 2016.5.
The easiest, most direct way to get a native library for Windows is to download a pre-built binary. This avoids the need for a C(++) compiler and avoids unnecessary virtual environments.
To demonstrate, we will use Numpy and Scipy, two libraries useful for heavy number crunching and data filtering. Both of these libraries require C(++) compilation and Scipy depends on Numpy, so they are perfect for this method.
Download numpy-1.9.2-cp27-none-win_amd64.whl and scipy-0.16.0-cp27-none-win_amd64.whl (or *win32.whl if on 32-bit Windows and an earlier Maya version).
Rename the downloaded files from *.whl to *.zip and open them in your favorite zipping program (Windows Explorer, Peazip, 7-zip, etc.).
Extract the library directories (numpy or scipy) into a new directory for storing Python binaries.
NOTE: this directory cannot be in a Maya scripts path (such as %MAYA_APP_DIR%\maya2016.5\prefs\scripts or any path specified in the environment variable %MAYA_SCRIPTS_PATH%). I recommend something like %MAYA_APP_DIR%\deps.
Add this new path to your Python environment within Maya.
import os, site; site.addsitedir(os.path.join(os.path.expandvars("$MAYA_APP_DIR"), "deps"))
import os, site; site.addsitedir(os.path.join(os.path.dirname(__name__)), "deps")
import numpy, scipy