[MRG] Windows Powershell script to automatically download Windows packages

This is a stopgap solution for easier testing of Windows packages, until the Windows CI stuff is ready. 

It will automatically download the core files needed to run nosetests for sklearn on Windows, as well as downloading the get-pip.py installer to test pip installing the wheel packages.

Currently, to support new Python versions, one would need to write a new function to create a dictionary with the right links. It would also be necessary to change/update the URLs to point to the appropriate place if the package versions need modification.

Some of the files are coming from my public Dropbox, because figuring out how to execute Javascript to get the download links from Gholke's packages and the Windows VC++ download in Windows was non-trivial. We could go so far as install and download PyQt, run a Python script that headlessly parses the js, then pulls the links we want out, but that would need to be done differently for each URL.

Maybe there is an easier Windows centric solution, but this works right now.
style: please add a whitespace after the `#` sign to make comments more readable.

Also please add a explain how to run this script from the windows command line. I assume you need to start a powershell terminal with Administrator rights. This should be mentioned.