I have done a fresh Windows 10 install, installed python, cygwin and a improved console called ConEmu. After installing python 3.4.3 I execute:
pip install -
As discussed here, it's a Windows limitation. In brief, the pip.exe file is in use and thus locked and can't be deleted. Use python -m pip install --upgrade pip
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My first choice in the same situation is to start console with administrator rights. You can do that from start menu or if you are using ConEmu / Cmder, just run new instance / tab as administrator.
I had the same problem. It worked if you run cmd "as administrator" by right-clicking.
Try using this
python -m pip install --user --upgrade pip