Python/pybind11 environment

Question

I would like to start a new project using Python and pybind11 and OpenGL on windows. Can you give me some guidance as to how to set up an environment for that? On Linux that would be no problem, but on Windows I don't know what would be a good, convenient option. A long time ago I cobbled something together using MSYS2 using mingw as compiler. It worked back then, but now I am having some trouble getting it to work again, so I might as well use the opportunity to set up a new, stable, and well proven environment from scratch.

Maybe my question boils down to what is a good package management system for this purpose on windows that includes support for C++ compilation of python modules using pybind11.

Any help or is the question too broad to make sense?