How to know which .whl module is suitable for my system with so many?
You don't have to know.  Use pip - it will select the most specific wheel available.
We have so may versions of wheel. 
How could we know which version should be installed into my system?
I remember there is a certain command which could check my system environment.
Or is there any other ways?
---------------------Example Below this line -----------
scikit_learn-0.17.1-cp27-cp27m-win32.whl
scikit_learn-0.17.1-cp27-cp27m-win_amd64.whl
scikit_learn-0.17.1-cp34-cp34m-win32.whl
scikit_learn-0.17.1-cp34-cp34m-win_amd64.whl
scikit_learn-0.17.1-cp35-cp35m-win32.whl
scikit_learn-0.17.1-cp35-cp35m-win_amd64.whl
scikit_learn-0.18rc2-cp27-cp27m-win32.whl
scikit_learn-0.18rc2-cp27-cp27m-win_amd64.whl
scikit_learn-0.18rc2-cp34-cp34m-win32.whl
scikit_learn-0.18rc2-cp34-cp34m-win_amd64.whl
scikit_learn-0.18rc2-cp35-cp35m-win32.whl
scikit_learn-0.18rc2-cp35-cp35m-win_amd64.whl