Brief Introduction
When using Anaconda, one needs to be aware of the environment that one is working.
Then, in Anaconda Prompt one needs to run the following
conda $command -n $ENVIRONMENT_NAME $IDE/package/module
$command - Command that one intends to use (consult documentation for general commands)
$ENVIRONMENT NAME - The name of one's environment (if one is working in the root,
conda $command $IDE/package/module is enough)
$IDE/package/module - The name of the IDE or package or module
Solution
Will leave below two options that may help one solve the problem.
Option 1
If one wants to install it in the root and one follows the requirements - (Python (>= 2.7 or >= 3.4), NumPy (>= 1.8.2), SciPy (>= 0.13.3).) - the following will solve the problem:
conda install scikit-learn
Let's say that one is working in the environment with the name ML.
Then the following will solve one's problem:
conda install -n ML scikit-learn
Note: If one needs to install/update packages, the logic is the same as mentioned in the introduction. If you need more information on Anaconda Packages, check the documentation.
Option 2
If the above doesn't work, on Anaconda Prompt one can also use pip (here's how to pip install scikit-learn) so the following may help
pip install scikit-learn