good first issue
Description
I propose adding the information to the README that on Windows platform, one will need to first install wrapt from a pre-built binary wheel, because pip install wrapt will fail for lack of python-dev package.
A well-known source of pre-built binary wheels for Python is Christoph Golke's collection available on http://www.lfd.uci.edu/~gohlke/pythonlibs/
So, the complete steps (for Windows) would be:
pip install path\to\wrapt...whl
pip install pyrax