I solved it myself.
I use the wheel installer from http://www.lfd.uci.edu/~gohlke/pythonlibs/#mysql-python.
There are two wheel packages there. The
amd64 one refuses to install on my platform (Windows) but the other one works just fine. I mean the file with this name:
Then install it by running this below command in the same folder with the wheel package.
pip install MySQL_python-1.2.5-cp27-none-win32.whl