If your installed version of Python is older than version 2.7.9, the warning
"InsecurePlatformWarning" appears. This message tells you that the validity of the SSL connection is not being verified.
This will not affect your package downloads.
Resolving this issue on Windows
To resolve this issue on Windows, install ndg-httpsclient.
Open an Anaconda Prompt and run the command:
conda install ndg-httpsclient
NOTE: You will see the SSL warning again while installing this package. The warning will no longer appear after proper installation.