Here is what I’ve done (thought I would try with Pytorch 1.3):
conda create -n pytorch_1_3 Python=3.6.9 Anaconda pip
conda activate pytorch_1_3
(pytorch_1_3) C:\Users\User>conda list conda
# packages in environment at G:\Anaconda3\envs\pytorch_1_3:
#
# Name                    Version                   Build  Channel
_anaconda_depends         2019.03                  py36_0
anaconda                  custom                   py36_1
anaconda-client           1.7.2                      py_0    conda-forge
anaconda-project          0.8.3                      py_0    conda-forge
msys2-conda-epoch         20160418                      1

Still no conda in my actual installation, but try the Pytorch installation anyway…
(pytorch_1_3) C:\Users\User>conda install pytorch==1.3.0 torchvision cudatoolkit==9.2 -c pytorch
Collecting package metadata (current_repodata.json): done
Solving environment: failed with initial frozen solve. Retrying with flexible solve.
Collecting package metadata (repodata.json): done
Solving environment: failed with initial frozen solve. Retrying with flexible solve.

PackagesNotFoundError: The following packages are not available from current channels:

  - cudatoolkit==9.2

Current channels:

  - https://conda.anaconda.org/pytorch/win-64
  - https://conda.anaconda.org/pytorch/noarch
  - https://conda.anaconda.org/conda-forge/win-64
  - https://conda.anaconda.org/conda-forge/noarch
  - https://conda.anaconda.org/ostrokach-forge/win-64
  - https://conda.anaconda.org/ostrokach-forge/noarch
  - https://conda.anaconda.org/anaconda-fusion/win-64
  - https://conda.anaconda.org/anaconda-fusion/noarch
  - https://repo.anaconda.com/pkgs/main/win-64
  - https://repo.anaconda.com/pkgs/main/noarch
  - https://repo.anaconda.com/pkgs/r/win-64
  - https://repo.anaconda.com/pkgs/r/noarch
  - https://repo.anaconda.com/pkgs/msys2/win-64
  - https://repo.anaconda.com/pkgs/msys2/noarch
  - https://conda.anaconda.org/fastai/win-64
  - https://conda.anaconda.org/fastai/noarch

To search for alternate channels that may provide the conda package you're
looking for, navigate to

    https://anaconda.org

and use the search bar at the top of the page.

OK, try to install conda here…
(pytorch_1_3) C:\Users\User>conda install conda
Collecting package metadata (current_repodata.json): done
Solving environment: done

## Package Plan ##

  environment location: G:\Anaconda3\envs\pytorch_1_3

  added / updated specs:
    - conda


The following NEW packages will be INSTALLED:

  conda              conda-forge/win-64::conda-4.7.12-py36_0
  conda-package-han~ conda-forge/win-64::conda-package-handling-1.6.0-py36h2fa13f4_0
  tqdm               conda-forge/noarch::tqdm-4.37.0-py_0


Proceed ([y]/n)?

That worked. However the repeat of the Pytorch installation command didn’t produce any better outcome, until I used the entire suggested command from the Pytorch site:
(pytorch_1_3) C:\Users\User>conda install pytorch torchvision cudatoolkit=9.2 -c pytorch -c defaults -c numba/label/dev
Collecting package metadata (current_repodata.json): done
Solving environment: done

## Package Plan ##

  environment location: G:\Anaconda3\envs\pytorch_1_3

  added / updated specs:
    - cudatoolkit=9.2
    - pytorch
    - torchvision


The following packages will be downloaded:

    package                    |            build
    ---------------------------|-----------------
    ca-certificates-2019.10.16 |                0         163 KB
    certifi-2019.9.11          |           py36_0         155 KB
    cudatoolkit-9.2            |                0       349.0 MB  numba/label/dev
    ninja-1.9.0                |   py36h74a9793_0         238 KB
    openssl-1.1.1d             |       he774522_3         5.7 MB
    pytorch-1.3.1              |py3.6_cuda92_cudnn7_0       396.9 MB  pytorch
    torchvision-0.4.2          |        py36_cu92         6.1 MB  pytorch
    ------------------------------------------------------------
                                           Total:       758.2 MB

The following NEW packages will be INSTALLED:

  cudatoolkit        numba/label/dev/win-64::cudatoolkit-9.2-0
  ninja              pkgs/main/win-64::ninja-1.9.0-py36h74a9793_0
  pytorch            pytorch/win-64::pytorch-1.3.1-py3.6_cuda92_cudnn7_0
  torchvision        pytorch/win-64::torchvision-0.4.2-py36_cu92

The following packages will be UPDATED:

  ca-certificates    conda-forge::ca-certificates-2019.9.1~ --> pkgs/main::ca-certificates-2019.10.16-0
  openssl            conda-forge::openssl-1.1.1d-hfa6e2cd_0 --> pkgs/main::openssl-1.1.1d-he774522_3

The following packages will be SUPERSEDED by a higher-priority channel:

  certifi                                       conda-forge --> pkgs/main


Proceed ([y]/n)?y

Downloading and Extracting Packages
certifi-2019.9.11    | 155 KB    | ################################################################################## | 100%
cudatoolkit-9.2      | 349.0 MB  | ################################################################################## | 100%
torchvision-0.4.2    | 6.1 MB    | ################################################################################## | 100%
pytorch-1.3.1        | 396.9 MB  | ################################################################################## | 100%
ca-certificates-2019 | 163 KB    | ################################################################################## | 100%
ninja-1.9.0          | 238 KB    | ################################################################################## | 100%
openssl-1.1.1d       | 5.7 MB    | ################################################################################## | 100%
Preparing transaction: done
Verifying transaction: done
Executing transaction: done