Higher version Python better and convinient to use!
Down load pygame whl file:
C:Worksoftware>pip install pygame-1.9.6-cp37-cp37m-win32.whl
Processing c:worksoftwarepygame-1.9.6-cp37-cp37m-win32.whl
Installing collected packages: pygame
Successfully installed pygame-1.9.6
https://docs.python.org/3.7/tutorial/index.html