As far as I understand, setup.py of python-igraph first tries to search for igraph in the system via pkg-config. If not detected, then downloads and compiles it. If you want to fix setup.py: I guess ...
When try to read GraphML files I get the following error: NotImplementedError: Error at d:\bld\python-igraph_1588168362456\work\vendor\build\igraph\igraph-0.9.0-pre+ ...