I think at the moment, anaconda will work / is,supported.
I was looking at patching in support for vanilla widows python installations, but got diverted.
Since this is library specific, and the library is under active development, I recommend posting as an issue on the libpython-clj github repo. Also, principal authors and maintainers are very active and responsive on the clojurians zulip, clojurians.zulipchat.com . There is a dedicated libpython dev topic there.