It works fine:
>python
Python 3.6.7 (default, Feb 24 2019, 05:34:16) [MSC v.1900 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import numpy

This is an open, logged issue for Windows.  I’m hoping a PyTorch guru will take pity on Windows folks and fix it.