I am trying to study Keras library and I tried to run this example from https://github.com/fchollet/keras/tree/master/examples
\'\'\'Trains a simple deep NN
Unfortunately, Keras and Theano don't work well with Python 3 on Windows. The problem you have is connected with the fact that you have to add libpython libraries to your C++ Windows Compiler and connect it with your Python installation which could be quite harsh when you have Python 3.5 installed. I would rather advice you to install it on Python 2. Here you have an exact instruction how to do it :
How do I install Keras and Theano in Anaconda Python on Windows?