Thanks for your help guys!
So I tried the code from stackoverflow:
pip install --trusted-host pypi.python.org --trusted-host files.pythonhosted.org --trusted-host pypi.org xlwt
Unfortunately I received the same error again. Then I checked with my It helpdesk and they said that, it's fine for other users. But they ask me if you need any proxy settings within the console or system to make it work?