I tried installing pypy/p2pool on Windows a try myself, and while I got a bit farther than you did by installing twisted from source, I eventually ran into a roadblock because twisted requires pywin32 on Windows and pypy does not support pywin32.
However, I had better luck when I tried to run p2pool with pypy on the Windows Subsystem for Linux (Ubuntu for Windows). If you have Windows 10, I suggest you give that a try:
https://msdn.microsoft.com/en-us/commandline/wsl/install_guideOnce you have Ubuntu for Windows installed, run bash and then copy-paste these lines into your bash command line:
sudo apt-get update
sudo apt-get install pypy pypy-dev pypy-setuptools gcc build-essential git
wget https://bootstrap.pypa.io/ez_setup.py -O - | sudo pypy
sudo rm setuptools-*.zip
wget https://pypi.python.org/packages/source/z/zope.interface/zope.interface-4.1.3.tar.gz#md5=9ae3d24c0c7415deb249dd1a132f0f79
tar zxf zope.interface-4.1.3.tar.gz
cd zope.interface-4.1.3/
sudo pypy setup.py install
cd ..
sudo rm -r zope.interface-4.1.3*
wget https://pypi.python.org/packages/source/T/Twisted/Twisted-15.4.0.tar.bz2
tar jxf Twisted-15.4.0.tar.bz2
cd Twisted-15.4.0
sudo pypy setup.py install
cd ..
sudo rm -r Twisted-15.4.0*
git clone https://github.com/jtoomim/p2pool.git
cd p2pool
git checkout 1mb_segwit
Those commands should also work if you're on native Ubuntu or Debian Linux
You'll also need to install and run your bitcoind of choice
(I recommend btc1, because I think segwit2x is the future of Bitcoin) and edit ~/.bitcoin/bitcoin.conf with your bitcoind's RPC username and password (or pass it to p2pool from the pypy run_p2pool.py command line), then from your p2pool directory, run
pypy run_p2pool.py