To it looked as if pip didn't know the bdist_wheel command, and indeed
pip help-commands didn't include it. No indication at all that something
else was missing...
The relations and dependencies between the various python tools - pip,
setup, wheel, ... remain a mistery to me, and there seems to be little
up to date documentation. Examples all assume you want to make a package
for the PPI and no other use cases...
The wheel package must be installed... it came after pip and
setuptools, that both added support for wheel (not requiring it):