I cannot repeat the instructions to install Pygame for some reason. Instructions are from this website:
I downloaded the most recent binary:
pip3 install pygame-1.9.2a0-cp35-none.win32.whl
pygame-1.9.2a0-cp35-none-win32.whl is not a supported wheel on this platform.
I think you are using 64 bit python version. The pygame you are trying to install is for 32 bit version of python. You should try downloading the 64 bits version