If you are using the Python version, dependency installation will be handled automatically by the installer. However, if you want or need to do things manually:
Spoiler
Python 2.7.2 (Python 2.7.1 from Wrye Python 04a is fine as well)
wxPython 2.8.12.0 ansi for Python 2.7
comtypes 0.6.2
PyWin32 for Python 2.7
Other setups _may_work_, but this is the only officially supported setup.
Python 3.x: NOT Supported
Note that the 32-bit versions are required even if you are on a 64-bit operating system