Can't install pygame through Windows Command Prompt

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I tried installing Pygame at the command prompt, but I get this error:

C:\Users\Admin>pip install pygame
WARNING: Retrying (Retry(total=4, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ConnectTimeoutError(<pip._vendor.urllib3.connection.HTTPSConnection object at 0x000002651464EA10>, 'Connection to 172.31.2.200 timed out. (connect timeout=15)')': /simple/pygame/
WARNING: Retrying (Retry(total=3, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ConnectTimeoutError(<pip._vendor.urllib3.connection.HTTPSConnection object at 0x000002651464EDA0>, 'Connection to 172.31.2.200 timed out. (connect timeout=15)')': /simple/pygame/
WARNING: Retrying (Retry(total=2, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ConnectTimeoutError(<pip._vendor.urllib3.connection.HTTPSConnection object at 0x000002651464EEF0>, 'Connection to 172.31.2.200 timed out. (connect timeout=15)')': /simple/pygame/
WARNING: Retrying (Retry(total=1, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ConnectTimeoutError(<pip._vendor.urllib3.connection.HTTPSConnection object at 0x000002651464F1F0>, 'Connection to 172.31.2.200 timed out. (connect timeout=15)')': /simple/pygame/

I tried changing the LAN proxy server from settings but it doesn't work. I watched a lot of online videos and checked some forums, but all seem not to work either.

How can I fix the problem?

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