In Anaconda Python 3.6.7 with PyTorch installed, on Windows 10, I do this sequence:
conda install -c conda-forge librosa
conda install -c groakat sox

then in a fresh download from https://github.com/pytorch/audio 39 I do
python setup.py install
and it runs for a while and ends like this:
torchaudio/torch_sox.cpp(3): fatal error C1083: Cannot open include file: 'sox.h': No such file or directory
error: command 'C:\\Program Files (x86)\\Microsoft Visual Studio\\2017\\Community\\VC\\Tools\\MSVC\\14.15.26726\\bin\\HostX86\\x64\\cl.exe' failed with exit status 2

I think I’m almost there and this is doable.  Please help!
Note this is also an open GitHub issue of long standing: https://github.com/pytorch/audio/issues/50 19