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I have installed the zlib and zlib-devel in my CentOS7.2.
But why when I install the setuptools still get this error?
cd setuptools-19.6 
python3 setup.py build
python3 setup.py install
the error:
...
File "/root/setuptools-19.6/setuptools/command/bdist_egg.py", line 223, in run
    dry_run=self.dry_run, mode=self.gen_header())
  File "/root/setuptools-19.6/setuptools/command/bdist_egg.py", line 464, in make_zipfile
    z = zipfile.ZipFile(zip_filename, mode, compression=compression)
  File "/usr/local/lib/python3.6/zipfile.py", line 1098, in __init__
    _check_compression(compression)
  File "/usr/local/lib/python3.6/zipfile.py", line 647, in _check_compression
    "Compression requires the (missing) zlib module")
RuntimeError: Compression requires the (missing) zlib module
my Python3 version is Python 3.6.0a1.
EDIT-01
I get the setuptools by:
wget --no-check-certificate  https://pypi.python.org/packages/source/s/setuptools/setuptools-19.6.tar.gz#md5=c607dd118eae682c44ed146367a17e26
EDIT-02
I use the 40.0.0 setuptools, still this issue.