You normally use a tool like
pip to install wheels. Leave it to the tool to discover and download the file if this is for a project hosted on PyPI.
For this to work, you do need to install the
pip install wheel
You can then tell
pip to install the project (and it'll download the wheel if available), or the wheel file directly:
pip install project_name # discover, download and install pip install wheel_file.whl # directly install the wheel
wheel module, once installed, also is runnable from the command line, you can use this to install already-downloaded wheels:
python -m wheel install wheel_file.whl
Also see the
wheel project documentation.