Finally, I found a solution:
First you need to run the bundlepmw.py package in the folder C: \ Python27 \ Lib \ site-packages \ Pmw \ build \ lib \ Pmw \ Pmw_1_3 \ bin, following this command: python bundlepmw.py C: \ Python27 \ Lib \ site -packages \ Pmw \ Pmw_1_3 \ lib to create Pmw.py.
Read this page: folk.uio.no/hpl/scripting/doc/python/Pmw/dynamicloader.html after fixing bundlepmw.py based on this link sourceforge.net/p/pmw/discussion/33675/thread/f0bd7f34. You must generate the Pmw.py file.
Then copy Pmw.py plus PmwBlt.py and PmwColor.py to the main script directory and run setup.py. Sweet
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