The problem is that one has to use the same version of the Windows 10 SDK than the one used to build ROOT. And this is still not fixed
PyROOT still doesn’t work on Windows. And the current PyROOT will never work. Only the currently experimental version of pyroot based on cppyy will work at some point (there are still several patches needed to have it working)
note that if your end game is to be able to use python to play with ROOT files on Windows, you could consider uproot (a pure Python module that reads/writes ROOT files).