Pygame installation procedure in python 2.x in both windows, linux and unix (including Mac OS):
Step 1: pip install wheel
Step 2: Download your corresponding version from http://www.lfd.ucedu/~gohlke/pythonlibs/#pygame
Step 3: python -m pip install pygame-1.2a0-cp27-none-win32.whl
Note: The above procedure works fine for both 32 bit and 64 bit windows machines for python 2.x.
Similar procedure works for python 3.x.
PS: Generally, folks will go through pip repository for pygame installation. But, there is no base pygame package in pip repo. But, there are extension packages like pygameui, ... in pip repository