Dlib has always been difficult to install using pip3 and using anaconda is always not the best option when you have installed or portable python. Dlib 19.21.0 pre-compiled wheel for windows (windows 10) (tested on both portable and installed python 3.7 32 and 64 bit ) works perfect...

Installation is super easy: downlaod the .whl file and install using ** command prompt> pip3 install dlib-19.21.0-cp37-cp37m-win_amd64.whl **