Here are Windows wheel packages built by Chris Golke - Python Windows Binary packages - PyQt
In the filenames cp27
means C-python version 2.7, cp35
means python 3.5, etc.
Since Qt is a more complicated system with a compiled C++ codebase underlying the python interface it provides you, it can be more complex to build than just a pure python code package, which means it can be hard to install it from source.
Make sure you grab the correct Windows wheel file (python version, 32/64 bit), and then use pip to install it - e.g:
C:\path\where\wheel\is\> pip install PyQt4-4.11.4-cp35-none-win_amd64.whl
Should properly install if you are running an x64 build of Python 3.5.