Na verdade eu digitei errado o problema era outro:
creating build\temp.win32-2.7\Release
C:\Users\moacir\AppData\Local\Programs\Common\Microsoft\Visual C++ for Pytho
n\9.0\VC\Bin\cl.exe /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -Dversioninfo=(1,2,5,'
final',1) -D_version=1.2.5 "-IC:\Program Files (x86)\MySQL\MySQL Connector C
6.0.2\include" -Ic:\python27\include -Ic:\python27\PC /Tc_mysql.c /Fobuild\temp.
win32-2.7\Release_mysql.obj /Zl
_mysql.c
_mysql.c(42) : fatal error C1083: Cannot open include file: 'config-win.h':
No such file or directory
error: command 'C:\Users\moacir\AppData\Local\Programs\Common\Microso
ft\Visual C++ for Python\9.0\VC\Bin\cl.exe' failed with exit status 2
Command "c:\python27\python.exe -c "import setuptools, tokenize;file='c:\us
ers\moacir\appdata\local\temp\pip-build-rltamf\MySQL-python\setup.py';exe
c(compile(getattr(tokenize, 'open', open)(file).read().replace('\r\n', '\n')
, file, 'exec'))" install --record c:\users\moacir\appdata\local\temp\pip-xy
nram-record\install-record.txt --single-version-externally-managed --compile" fa
iled with error code 1 in c:\users\moacir\appdata\local\temp\pip-build-rltamf\My
SQL-python
You are using pip version 7.1.2, however version 8.0.2 is available.
You should consider upgrading via the 'python -m pip install --upgrade pip' comm
and.