Thanks to @Jill Cheng

Basically the answer is tricky.

a. In the anaconda environment make sure you check the python version

python3 --version

b. Go to https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib and download the suitable package . Since I am using python 3.9.1 and I am using 64 bits window. So I downloaded this file TA_Lib‑0.4.19‑cp39‑cp39‑win_amd64.whl

c. Then I ran python3 -m pip install {filename on b}

python3 -m pip install TA_Lib‑0.4.19‑cp39‑cp39‑win_amd64.whl

d. Check if talib is installed. Run

python3

e. Run the following command

import talib

f. If there is no problem , then you can put in on py file. For an example my py file is example.py

#example.py
import numpy
import talib

close = numpy.random.random(100)
upper, middle, lower = talib.BBANDS(close, matype=MA_Type.T3)
print(middle)

g. You should be able to see middle printed out once you run python3 example.py.

SOLVED. I had to download this and unzip to c:\

See https://github.com/mrjbq7/ta-lib#dependencies