Everyone's code online refers to sudo apt-get #whatever# but windows doesn't have that feature. I heard of something called Powershell but I opened it and have no idea what it is. 
I just want to get a simple environment going and lxml so I could scrape from websites.
Go to the regular command prompt and try pip install lxml. If that doesn't work, remove and reinstall python. You'll get a list of check marks during installation, make sure you check pip and try pip install lxml again afterwards.
pip stands for pip installs packages, and it can install some useful python packages for you.
No module named 'lxml' Windows 8.1