2. I use Python 3.5.3 .
3. Set environment path PYTHONPATH to the directory of the python cplex folder. In my case, it was C:\Program Files\IBM\ILOG\CPLEX_Studio127\cplex\python\3.5\x64_win64.
4. Run cmd as administrator. cd into the cplex folder. Run python setup.py install --home <directory to keep the cplex modules>. In my case, e.g:
From C:\Program Files\IBM\ILOG\CPLEX_Studio127\cplex\python\3.5\x64_win64:
...\> C:\Python35\python setup.py install --home C:\PythonCPLEX
Then run python, and import cplex.
Sauce(s) : The CPLEX Tutorial Setting up CPLEX with Python
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