DLL load failed

[snippsat]

So, I have tried on Win10, and I used PIP from Python default installer. This one: https://ibb.co/RPV6Wkx

Yes,but that's not the version you have used or install to.
This is own version that's use virtual environment envs that you have install to.

/srv/conda/envs/notebook/lib/python3.6/site-packages (from opencv-python) (1.19.1)

Look at this again Python 3.8 (3.6-3.7) and pip installation under Windows
Open cmd(tutorial) and type this:

C:\Users\Tom>cd..
C:\Users>cd ..

# Python version
C:\>python -V
Python 3.8.3

# Placement of Python version
C:\>python -c "import sys; print(sys.executable)"
C:\python38\python.exe

# Test pip 
C:\>pip -V
pip 20.2.3 from c:\python38\lib\site-packages\pip (python 3.8)

C:\>

As see i use Python 3.8.
You have install to older version Python 3.6 that also look like it run virtual environment Docker(as it installed a Linux wheel for you).

Install Python 3.8 and follow link over,then test python and pip command work from cmd.
Then if you use VS 2017 there is install setup where you can point to witch Python version(call interpreter) to use.
So in my case over it would be.

C:\python38\python.exe

Also as mention i would advice to use VC Code ,this is not Visual Studio,but own editor much more geared against Python.
VS Code from start