This downloads standalone MSVC compiler, linker & other tools, also headers/libraries from Windows SDK into portable folder, without installing Visual Studio. Has bare minimum components - no UWP/Store/WindowsRT stuff, just files & tools for native desktop app development.
Run py.exe portable-msvc.py and it will download output into msvc folder. By default it will download latest available MSVC & Windows SDK from newest Visual Studio.
You can list available versions with py.exe portable-msvc.py --show-versions and then pass versions you want with --msvc-version and --sdk-version arguments.
To use cl.exe/link.exe first run setup_TARGET.bat - after that PATH/INCLUDE/LIB env variables will be updated to use all the tools as usual. You can also use clang-cl.exe with these includes & libraries.
To use clang-cl.exe without running setup.bat, pass extra /winsysroot msvc argument (msvc is folder name where output is stored).