Will leave below two options that may help one solve the problem:
- Using - conda
 
- Using - pip
 
One might want to consider the notes at the end, specially before resorting to the 2nd option.
Option 1
If one wants to install it in the root and one follows the requirements - (Python (>= 2.7 or >= 3.4), NumPy (>= 1.8.2), SciPy (>= 0.13.3).) - the following should solve the problem
conda install scikit-learn
Alternatively, as mentioned here, one can specify the channel as follows
conda install -c anaconda scikit-learn
Let's say that one is working in the environment with the name ML.
Then the following should solve one's problem:
conda install -n ML scikit-learn
# or
conda install -n ML -c anaconda scikit-learn
Option 2
If the above doesn't work, on Anaconda Prompt one can also use pip (here's how to pip install scikit-learn), so the following may help
pip install scikit-learn
However, consider the last note below before proceeding.
Notes:
- When using Anaconda, one needs to be aware of the environment that one is working. - Then, in Anaconda Prompt, one needs to run the following - conda $command -n $ENVIRONMENT_NAME $IDE/package/module
 - $command - Command that one intends to use (consult documentation for general commands) - $ENVIRONMENT NAME - The name of one's environment (if one is working in the root,
- conda $command $IDE/package/moduleis enough)
 - $IDE/package/module - The name of the IDE or package or module 
- If one needs to install/update packages, the logic is the same as mentioned in the introduction. If you need more information on Anaconda Packages, check the documentation. 
- What is the flag - -c.
 
- pipdoesn't manage dependencies the same way- condadoes and can, potentially, damage one's installation.