How can i install a package?

I have installed Active Python 3.5.4 on Windows 10 x64.

I have upgraded the pip package by typing

python -m pip install -U pip

I have installed the package "whois" by typing

pip3 install whois

I have created a file "whois.py" with the content:

import whois

When i execute the whois.py file, a window opens and is asking me for a file "ActivePython-3.5.4.3504-win64-x64-404899.exe.msi".

I don't have that file and i can't find on the ActivePython download page. There is only an exe file to download. MSI files are unavailable.

So i am unable to install the package.

Please what am i doing wrong?
How can i install the package?

Thank you!