Wheel is going to be the new way to install modules with Python. According to pythonwheels.com, many packages are already available and the site Unofficial Windows Binaries for Python Extension Packages already proposes modules in wheel format.
Windows and Linux works the same way now. It requires to install wheel first:
pip install wheel
The next step consists in downloading a wheel file .whl. An example with pandas:
pip install pandas-0.15.2-cp27-none-win_amd64.whl