How to install Ray under Windows

First of all, Windows support for Ray is in alpha, and obviously not recommended for production use. Nevertheless, when getting to learn ray, some of you may still want to install it on their Windows laptop, if you don't prefer to use a Linux-based installation. When you take a look at the official installation instructions is a breeze, not only on Linux, but also on Windows: update your Visual C Runtime, do a simple installation with pip, and there you go. Except that nowadays, everybody tries to keep their python environments neatly separated, which means that instead of pip, you usually use an package manager like venv/virtualenv, pipenv, pew, or conda. And that's where the fun begins.