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I've solved my own problem. Basically this stems from my unfamiliarity with Anaconda/Miniconda and the condas environment. I had to create a new environment and was able to install the packages into that new environment.
conda create --name YOURNAMEHERE python=3.6
This will create a new environment with your environment name in C:\Program Files\Alteryx\bin\Miniconda3\envs\YOURNAMEHERE.
NOTE: It will complain about a space in the path due to it being located in the Program Files directory.
Writing this just in case someone still gets issues installing new packages for Python tool on Windows.
In your Python tool there is a Menu on the top of configuration window, to the right from the menu you find a name of a virtual environment you are currently using. You can change the environment in the Menu->Kernel->Change kernel.
The listed kernels, i.e. virtual environments, will vary depending on your version of Alteryx.
If you do not need to have a particular environment, you may install new packages into one of the existing ones.
To do so you:
- run cmd.exe as Administrator,
- navigate to "C:\Program Files\Alteryx\bin\Miniconda3\Scripts"
- issue "conda info --envs" to get the list of the environments you have. Their names may be different from the ones in the Python tool, as they may contain Upper case symbols in the command line, as these are paths to the environments, while in the Python-tool the names are written with lower case only.
- issue "conda install -n <path to the environment from the list after issuing the previous command> <package name>", this installs the package in the environment and you do not need to activate it.
- go back to Alteryx and in the Python tool chose Menu->Kernel->Restart.
You can also check if the package has been installed in: c:\Program Files\Alteryx\bin\Miniconda3\envs\<environment name>\Lib\site-package