get_build_version method in msvc9compiler.py file in distutils folder is returning MSVC version as "14.2" for Python 3.9.

14.2 is the build version for Visual Studio 2015, but Visual studio 2015 wont work on Windows 10 as per the below link 

https://visualstudio.microsoft.com/vs/support/vs2015/visual-studio-2015-system-requirements/

So, Python 3.9 wont work on Windows 10?

I am trying to install wxPython 4.0.7 using "pip install wxPython==4.0.7" but facing error to find the visual studio in Windows 10 using Python 3

Recently Microsoft also removed support to install Visual Studio 2015 installation using installer, so users who need visual studio 2015 must download and then install.

This will cause issues to Python packages that depend on distutils which again depends on visual studio 2015

msvc9compiler.py has been deprecated ever since _msvccompiler.py was introduced, so no code should be using it (it was always internal anyway).

And now all of distutils is also deprecated, so you probably need to report this to the setuptools project at https://github.com/pypa/setuptools so they can fix it in their embedded copy of distutils.