Not able to install on python 3.10 with pip

### Describe the bug

```
Windows 11
Python 3.10.4
pip installed
```
I'm not able to resolve dependencies issue while trying to install scikit-learn below the error output i get:

```bash
(InstallK) C:\Users\XXXXXXX>pip install scikit-learn
Collecting scikit-learn
  Using cached scikit-learn-1.1.2.tar.gz (7.0 MB)
  Installing build dependencies ... error
  error: subprocess-exited-with-error

  × pip subprocess to install build dependencies did not run successfully.
  │ exit code: 1
  ╰─> [63 lines of output]
      Collecting setuptools<60.0
        Using cached setuptools-59.8.0-py3-none-any.whl (952 kB)
      Collecting wheel
        Using cached wheel-0.37.1-py2.py3-none-any.whl (35 kB)
      Collecting Cython>=0.28.5
        Using cached Cython-0.29.32-py2.py3-none-any.whl (986 kB)
      Collecting oldest-supported-numpy
        Using cached oldest_supported_numpy-2022.8.16-py3-none-any.whl (3.9 kB)
      Collecting scipy>=1.3.2
        Using cached scipy-1.9.1.tar.gz (42.0 MB)
        Installing build dependencies: started
        Installing build dependencies: finished with status 'error'
        error: subprocess-exited-with-error

        pip subprocess to install build dependencies did not run successfully.
        exit code: 1

        [34 lines of output]
        Ignoring numpy: markers 'python_version == "3.8" and platform_machine == "aarch64" and platform_python_implementation != "PyPy"' don't match your environment
        Ignoring numpy: markers 'python_version == "3.8" and platform_machine == "arm64" and platform_system == "Darwin"' don't match your environment
        Ignoring numpy: markers 'python_version == "3.9" and platform_machine == "arm64" and platform_system == "Darwin"' don't match your environment
        Ignoring numpy: markers 'platform_machine == "loongarch64"' don't match your environment
        Ignoring numpy: markers 'python_version == "3.8" and (platform_machine != "arm64" or platform_system != "Darwin") and platform_machine != "aarch64" and platform_machine != "loongarch64" and platform_python_implementation != "PyPy"' don't match your environment
        Ignoring numpy: markers 'python_version == "3.9" and (platform_machine != "arm64" or platform_system != "Darwin") and platform_machine != "loongarch64" and platform_python_implementation != "PyPy"' don't match your environment
        Ignoring numpy: markers 'python_version == "3.11" and platform_python_implementation != "PyPy"' don't match your environment
        Ignoring numpy: markers 'python_version >= "3.12"' don't match your environment
        Ignoring numpy: markers 'python_version >= "3.8" and platform_python_implementation == "PyPy"' don't match your environment
        Collecting meson-python>=0.8.1
          Using cached meson_python-0.10.0-py3-none-any.whl (18 kB)
        Collecting meson==0.62.2
          Using cached meson-0.62.2-py3-none-any.whl (864 kB)
        Collecting Cython<3.0,>=0.29.21
          Using cached Cython-0.29.32-py2.py3-none-any.whl (986 kB)
        Collecting pybind11<2.11.0,>=2.4.3
          Using cached pybind11-2.10.0-py3-none-any.whl (213 kB)
        Collecting pythran<0.12.0,>=0.9.12
          Using cached pythran-0.11.0-py3-none-any.whl (4.2 MB)
        Collecting wheel<0.38.0
          Using cached wheel-0.37.1-py2.py3-none-any.whl (35 kB)
        Collecting numpy==1.22.3
          Using cached numpy-1.22.3-cp310-cp310-win32.whl (12.2 MB)
        ERROR: Cannot install numpy==1.21.6 and numpy==1.22.3 because these package versions have conflicting dependencies.

        The conflict is caused by:
            The user requested numpy==1.22.3
            The user requested numpy==1.21.6

        To fix this you could try to:
        1. loosen the range of package versions you've specified
        2. remove package versions to allow pip attempt to solve the dependency conflict

        ERROR: ResolutionImpossible: for help visit https://pip.pypa.io/en/latest/topics/dependency-resolution/#dealing-with-dependency-conflicts
        [end of output]

        note: This error originates from a subprocess, and is likely not a problem with pip.
      error: subprocess-exited-with-error

      pip subprocess to install build dependencies did not run successfully.
      exit code: 1

      See above for output.

      note: This error originates from a subprocess, and is likely not a problem with pip.
      [end of output]

  note: This error originates from a subprocess, and is likely not a problem with pip.
error: subprocess-exited-with-error
```

### Steps/Code to Reproduce

```bash
(InstallK) C:\Users\XXXXXXX>pip install scikit-learn
Collecting scikit-learn
  Using cached scikit-learn-1.1.2.tar.gz (7.0 MB)
  Installing build dependencies ... error
  error: subprocess-exited-with-error

  × pip subprocess to install build dependencies did not run successfully.
  │ exit code: 1
  ╰─> [63 lines of output]
      Collecting setuptools<60.0
        Using cached setuptools-59.8.0-py3-none-any.whl (952 kB)
      Collecting wheel
        Using cached wheel-0.37.1-py2.py3-none-any.whl (35 kB)
      Collecting Cython>=0.28.5
        Using cached Cython-0.29.32-py2.py3-none-any.whl (986 kB)
      Collecting oldest-supported-numpy
        Using cached oldest_supported_numpy-2022.8.16-py3-none-any.whl (3.9 kB)
      Collecting scipy>=1.3.2
        Using cached scipy-1.9.1.tar.gz (42.0 MB)
        Installing build dependencies: started
        Installing build dependencies: finished with status 'error'
        error: subprocess-exited-with-error

        pip subprocess to install build dependencies did not run successfully.
        exit code: 1

        [34 lines of output]
        Ignoring numpy: markers 'python_version == "3.8" and platform_machine == "aarch64" and platform_python_implementation != "PyPy"' don't match your environment
        Ignoring numpy: markers 'python_version == "3.8" and platform_machine == "arm64" and platform_system == "Darwin"' don't match your environment
        Ignoring numpy: markers 'python_version == "3.9" and platform_machine == "arm64" and platform_system == "Darwin"' don't match your environment
        Ignoring numpy: markers 'platform_machine == "loongarch64"' don't match your environment
        Ignoring numpy: markers 'python_version == "3.8" and (platform_machine != "arm64" or platform_system != "Darwin") and platform_machine != "aarch64" and platform_machine != "loongarch64" and platform_python_implementation != "PyPy"' don't match your environment
        Ignoring numpy: markers 'python_version == "3.9" and (platform_machine != "arm64" or platform_system != "Darwin") and platform_machine != "loongarch64" and platform_python_implementation != "PyPy"' don't match your environment
        Ignoring numpy: markers 'python_version == "3.11" and platform_python_implementation != "PyPy"' don't match your environment
        Ignoring numpy: markers 'python_version >= "3.12"' don't match your environment
        Ignoring numpy: markers 'python_version >= "3.8" and platform_python_implementation == "PyPy"' don't match your environment
        Collecting meson-python>=0.8.1
          Using cached meson_python-0.10.0-py3-none-any.whl (18 kB)
        Collecting meson==0.62.2
          Using cached meson-0.62.2-py3-none-any.whl (864 kB)
        Collecting Cython<3.0,>=0.29.21
          Using cached Cython-0.29.32-py2.py3-none-any.whl (986 kB)
        Collecting pybind11<2.11.0,>=2.4.3
          Using cached pybind11-2.10.0-py3-none-any.whl (213 kB)
        Collecting pythran<0.12.0,>=0.9.12
          Using cached pythran-0.11.0-py3-none-any.whl (4.2 MB)
        Collecting wheel<0.38.0
          Using cached wheel-0.37.1-py2.py3-none-any.whl (35 kB)
        Collecting numpy==1.22.3
          Using cached numpy-1.22.3-cp310-cp310-win32.whl (12.2 MB)
        ERROR: Cannot install numpy==1.21.6 and numpy==1.22.3 because these package versions have conflicting dependencies.

        The conflict is caused by:
            The user requested numpy==1.22.3
            The user requested numpy==1.21.6

        To fix this you could try to:
        1. loosen the range of package versions you've specified
        2. remove package versions to allow pip attempt to solve the dependency conflict

        ERROR: ResolutionImpossible: for help visit https://pip.pypa.io/en/latest/topics/dependency-resolution/#dealing-with-dependency-conflicts
        [end of output]

        note: This error originates from a subprocess, and is likely not a problem with pip.
      error: subprocess-exited-with-error

      pip subprocess to install build dependencies did not run successfully.
      exit code: 1

      See above for output.

      note: This error originates from a subprocess, and is likely not a problem with pip.
      [end of output]

  note: This error originates from a subprocess, and is likely not a problem with pip.
error: subprocess-exited-with-error
```

### Expected Results

To have scikit-learn install on python 3.10

### Actual Results

successful installation output

### Versions

```shell
scikit-learn-1.1.2
```

COMMENT:
> The error message could be more helpful, but unfortunately that's nontrivial. We can't break building 32-bit from source, but what would be helpful is a big warning message printed at the top of the build log by both SciPy and scikit-learn. @glemaitre @cmarmo WDYT?

I did not notice it was `win32` but this is explaining why it fetches the `tar` file.
@rgommers I agree with the proposal. I think that we need to be proactive and have the clearest instructions possible such that users can (i) Google properly the problem and (ii) resolve the issue.

This is the second time in a week that I get users with issues about the `win32` wheels.

pinging also @ogrisel to have some thoughts regarding this issue.

Labels: Bug