filename.whl is not a supported wheel on this platform

There are several things to consider

Python versions should match, OS should be 64 bit and python should also be 64 bit.

And as in your case both of these conditions are met, you have to make sure that pip is able to handle all the fields in wheel file name.

For example in my case my pip was not handling "cp35m"

To ensure, in python shell

import pip

Then type

pip.pep425tags.get_supported()

you should be able to see all the fields your pip command can handle. If any one is missing try updating Pip first.

However in my case even updating was giving error. So I uninstalled python 3.5.1 and installed python 3.5.2, and that worked for me.

You'll probably have to rename your .whl file like numpy-1.11.1+mkl-cp34-none-win_amd64.whl before installing. Your pip has a finite number of tags it recognizes in wheel filenames.

See this answer for more on this: Cannot install numpy from wheel format

Try updating pip first before you rename pip install --upgrade pip

1. Check the supported tags for wheel version for your system(platform).
2. To check supported tag run the following command pip debug --verbose
3. When you run the command, you will get many lists, along with supported tags, download compatible wheel file from supported tags.
4. install wheel file using this command pip install pycurl-7.43.0.4-cp37-cp37m-win_amd64.whl

Supported tags portion looks like: