Can't install using Python 3.9

[mcmcgonagle]

Can't install using Python 3.9 in my virtual environment. Error output is:

running install
C:\Users\mcmcg\Documents\projects\magic_test\venv\lib\site-packages\setuptools\command\install.py:34: SetuptoolsDeprecationWarning: setup.py install is deprecated. Use build and pip and other standards-based tools.
warnings.warn(
running build
running build_ext
creating build
creating build\temp.win-amd64-3.9
creating build\temp.win-amd64-3.9\Release
"C:\Program Files (x86)\Microsoft Visual Studio\2017\BuildTools\VC\Tools\MSVC\14.16.27023\bin\HostX86\x64\cl.exe" /c /nologo /O2 /W3 /GL /DNDEBUG /MD -IC:\Users\mcmcg\Documents\projects\magic_test\venv\include -Ic:\users\mcmcg\appdata\local\programs\python\python39\include -Ic:\users\mcmcg\appdata\local\programs\python\python39\Include "-IC:\Program Files (x86)\Microsoft Visual Studio\2017\BuildTools\VC\Tools\MSVC\14.16.27023\include" /Tclru.c /Fobuild\temp.win-amd64-3.9\Release\lru.obj
lru.c
c:\users\mcmcg\appdata\local\programs\python\python39\include\pyconfig.h(59): fatal error C1083: Cannot open include file: 'io.h': No such file or directory
error: command 'C:\Program Files (x86)\Microsoft Visual Studio\2017\BuildTools\VC\Tools\MSVC\14.16.27023\bin\HostX86\x64\cl.exe' failed with exit code 2
[end of output]

note: This error originates from a subprocess, and is likely not a problem with pip.
error: legacy-install-failure

Encountered error while trying to install package.

lru-dict

[vadimber18]

@mcmcgonagle hello, please try this:
apt install libpython3.9-dev
fixed same problem for me

[Ultrasonic1209]

@mcmcgonagle hello, please try this: apt install libpython3.9-dev fixed same problem for me

They are not running Ubuntu, this will not work for them. They need to install the Windows SDK for Desktop.
See: https://stackoverflow.com/a/50210015