SQL Server 2017 & External Python Modules
Just in case someone finds this question when searching the net

I logged an advisory case with MS as I needed an answer on this. They have come back to me with the following method that works:

Open a command prompt (as administrator) and navigate to the python directory (and inside the scripts directory)

cd c:\Program Files\Microsoft SQL Server\MSSQL14.MSSQLSERVER\PYTHON_SERVICES\Scripts\Python

pip install &lt;packagename&gt;


Nb: There is a cleaner way to do this with R packages, but this functionality is not there for python yet. I would assume in later versions that a similar process will be available for python: https://docs.microsoft.com/en-us/sql/advanced-analytics/r/install-additional-r-packages-on-sql-server