When you see an error like this, it's most likely that you are behind a proxy server (or something else).
Could not fetch URL https://pypi.org/simple/pip/:
There was a problem confirming the ssl certificate: HTTPSConnectionPool(host='pypi.org', port=443):
Max retries exceeded with url:
/simple/pip/ (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED]
certificate verify failed: self signed certificate in certificate chain (_ssl.c:1108)'))) - skipping
Add the --trusted-host pypi.org and --trusted-host files.pythonhosted.org to the pip install command.
pip install --trusted-host pypi.org --trusted-host files.pythonhosted.org <package_name>