Libraries are normally C extensions and need a compatible C compiler. Installing from external sources is honestly rather difficult on windows. One option is to extract the compiled binary from the installer. 7-Zip is able to open the installer file and you can extract the binary. In a standard Python installation, the extracted binary just needs to be placed in the site-packages directory. If necessary, you can do the extraction on another system and copy the file.
>>> import zipfile
>>> f=zipfile.ZipFile('gmpy2-2.0.0.win-amd64-py3.3.exe','r')
>>> f.namelist()
['PLATLIB/gmpy2-2.0.0-py3.3.egg-info', 'PLATLIB/gmpy2.pyd']
>>> f.extract('PLATLIB/gmpy2.pyd')
'C:\\Python33\\PLATLIB\\gmpy2.pyd'