Install setuptools/wheel for bdist_wheel.

appveyor.yml

@@ -71,6 +71,9 @@ install:
   - "python --version"
   - "python -c \"import struct; print(struct.calcsize('P') * 8)\""
 
+  # Install setuptools/wheel so that we can e.g. use bdist_wheel
+  - "pip install setuptools wheel"
+
   - "python setup.py develop"
 
 build_script: