I'll explain the easy_install way, as this will be the easiest for a beginner (like myself), also for modules you'll be wanting to install in the future:
1) get the ez_setup.py file from: https://bootstrap.pypa.io/ez_setup.py and save it at some easy place (let's say: "C:\Users\You\Downloads\ez_setup.py").
2) run that file - I believe you can just double-click it - but I usually run it in command line: open cmd (command prompt) and type the following (directory names may vary depending on your system, but you'll get the point):
C:\Python27\python C:\Users\You\Downloads\ez_setup.py
3) Now you have installed setuptools, and so you now have access to easy_install. To install modules you can now do the following:
C:\Python27\Scrips\easy_install.exe pyechonest
Note: "Python27" can vary depending on your version, change pyechonest with any other module's name supported by easy_install. To all pro's out there, I'm quite a noob myself, so feel free to correct me. I assumed you didn't have anything added to PATH variables, so I used full paths.