Hi @evert.homan_scilifelab.se ,
I thought I’d give this a try on my installation. For reference, I am using Python 3.7.7, and my python environment is installed outside of Conda (i.e. I don’t use Conda). I am running on Windows 10.
Like you I tried:
pip install pycaret
The “good” news, is that mine failed too, with the same error that you got. I was hoping it would, as this was going to be difficult to help with if it had “just worked”… 
The even better news is that mine now installs, so there is hope! 
I downloaded the vs_buildtools executable via the “Download Build Tools” link as you presumably did, at Microsoft C++ Build Tools - Visual Studio
The file downloaded as :
vs_buildtools__1161907900.1597150282.exe
According to my anti-virus that file only appeared two days ago, and has a signed date of “03/06/2021 00:11” . It’s worth checking if your exe has the same name as mine, although I suspect it will be the same one.
I ran that and chose only the “Desktop development with C++”
(If I run it again now it tells me that I have the following installed:
and I let it default its installation location.
It prompted me to restart my PC, which I did.
After that, I opened the command prompt, but instead of installing pycaret straight away, I thought I’d just install “bottleneck” which is the module that is actually causing the failure when it tries to build/compile. I wanted to know if building that now worked, before going any further.
So I typed:
pip install bottleneck
This as you can see now successfully installed. (Prior to installing vs_buildtools, attempting to install bottleneck separately like this had also resulted in the same error message we saw before)
After that, I attempted to install pycaret
pip install pycaret
This time it told me that it was successful.
I suggest you double-check the vs_buildtools that you have installed compared with my screenshot, and also try:
pip install bottleneck
and see if that works for you, and if it does, do the pycaret installation again.
I hope something in there gives you the help you need, but let me know if it still fails, and I’ll do my best to assist.