Collecting wheel (.WHL) files from the Pip Cache using Python CLI

First, change directory to your "pip cache" location (in my case "C:\Users\ashish\AppData\Local\pip\cache\wheels")
Now, launch Python shell and execute the following:
import os
import shutil

>>> for dirpath, subdirs, files in os.walk("."):
...  for f in files:
...   shutil.copyfile(os.path.join(dirpath, f), "D:/my_wheels/" + f)
...

You will get the ".whl" files at the path "D:/my_wheels/".

Logs:
'D:/my_wheels/comtypes-1.1.7-py3-none-any.whl'
'D:/my_wheels/umap_learn-0.3.9-cp37-none-any.whl'
'D:/my_wheels/zc.lockfile-1.4-cp27-none-any.whl'
'D:/my_wheels/zc.lockfile-1.4-cp37-none-any.whl'
'D:/my_wheels/future-0.17.1-cp27-none-any.whl'
'D:/my_wheels/future-0.17.1-cp36-none-any.whl'
'D:/my_wheels/astropy_helpers-3.2.2-py3-none-any.whl'
'D:/my_wheels/tzlocal-1.5.1-cp36-none-any.whl'
'D:/my_wheels/python_docx-0.8.10-cp27-none-any.whl'
'D:/my_wheels/python_docx-0.8.10-cp36-none-any.whl'
'D:/my_wheels/python_docx-0.8.10-cp37-none-any.whl'
'D:/my_wheels/backcall-0.1.0-py3-none-any.whl'
'D:/my_wheels/pdfminer-20140328-cp27-none-any.whl'
'D:/my_wheels/prometheus_client-0.7.1-cp36-none-any.whl'
'D:/my_wheels/PySocks-1.6.8-cp36-none-any.whl'
'D:/my_wheels/ujson-1.35-cp36-cp36m-win_amd64.whl'
'D:/my_wheels/ujson-1.35-cp37-cp37m-win_amd64.whl'
'D:/my_wheels/tabulate-0.8.3-cp36-none-any.whl'
'D:/my_wheels/terminaltables-3.1.0-cp36-none-any.whl'
'D:/my_wheels/pandocfilters-1.4.2-cp36-none-any.whl'
'D:/my_wheels/inflection-0.3.1-py3-none-any.whl'
'D:/my_wheels/GPUtil-1.4.0-cp36-none-any.whl'
'D:/my_wheels/autoflake-1.3-cp37-none-any.whl'
'D:/my_wheels/nltk-3.4.4-cp27-none-any.whl'
'D:/my_wheels/nltk-3.4.4-cp36-none-any.whl'
'D:/my_wheels/neobolt-1.7.15-cp37-cp37m-win_amd64.whl'
'D:/my_wheels/whois-0.7-cp37-none-any.whl'
'D:/my_wheels/wrapt-1.10.11-cp36-cp36m-win_amd64.whl'
'D:/my_wheels/Protego-0.1.16-cp37-none-any.whl'
'D:/my_wheels/wrapt-1.11.2-py3-none-any.whl'
'D:/my_wheels/pocketsphinx-0.1.15-cp37-cp37m-win_amd64.whl'
'D:/my_wheels/Twisted-18.9.0-cp36-cp36m-win_amd64.whl'
'D:/my_wheels/Twisted-18.9.0-cp37-cp37m-win_amd64.whl'
'D:/my_wheels/Flask_Jsonpify-1.5.0-py3-none-any.whl'
'D:/my_wheels/dill-0.2.9-cp36-none-any.whl'
'D:/my_wheels/dill-0.2.9-cp37-none-any.whl'
'D:/my_wheels/pattern3-3.0.0-py2.py3-none-any.whl'
'D:/my_wheels/gast-0.2.2-cp36-none-any.whl'
'D:/my_wheels/simplejson-3.16.0-cp37-cp37m-win_amd64.whl'
'D:/my_wheels/Flask_JWT_Simple-0.0.3-cp36-none-any.whl'
'D:/my_wheels/neo4j-1.7.6-cp37-none-any.whl'
'D:/my_wheels/pythonwhois-2.4.3-cp37-none-any.whl'
'D:/my_wheels/networkx-2.2-py2.py3-none-any.whl'
'D:/my_wheels/Twisted-19.10.0-cp38-cp38-win_amd64.whl'
'D:/my_wheels/tornado-5.1.1-cp27-cp27m-win_amd64.whl'
'D:/my_wheels/pyreadline-2.1-cp36-none-any.whl'
'D:/my_wheels/pyreadline-2.1-cp37-none-any.whl'
'D:/my_wheels/bs4-0.0.1-py3-none-any.whl'
'D:/my_wheels/sklearn-0.0-py2.py3-none-any.whl'
'D:/my_wheels/ConfigArgParse-0.13.0-cp36-none-any.whl'
'D:/my_wheels/bkcharts-0.2-py3-none-any.whl'
'D:/my_wheels/umap-0.1.1-cp37-none-any.whl'
'D:/my_wheels/termcolor-1.1.0-cp36-none-any.whl'
'D:/my_wheels/bokeh-1.3.4-py3-none-any.whl'
'D:/my_wheels/emoji-0.5.2-cp27-none-any.whl'
'D:/my_wheels/nsepy-0.7-cp37-none-any.whl'
'D:/my_wheels/PyDispatcher-2.0.5-cp37-none-any.whl'
'D:/my_wheels/cytoolz-0.9.0.1-cp36-cp36m-win_amd64.whl'
'D:/my_wheels/feedparser-5.2.1-cp27-none-any.whl'
'D:/my_wheels/feedparser-5.2.1-cp37-none-any.whl'
'D:/my_wheels/Protego-0.1.16-py3-none-any.whl'
'D:/my_wheels/webexteamssdk-1.1.1-cp36-none-any.whl'
'D:/my_wheels/backcall-0.1.0-cp36-none-any.whl'
'D:/my_wheels/docopt-0.6.2-py2.py3-none-any.whl'
'D:/my_wheels/inflection-0.3.1-cp37-none-any.whl'
'D:/my_wheels/toolz-0.10.0-py3-none-any.whl'
'D:/my_wheels/comtypes-1.1.7-cp36-none-any.whl'
'D:/my_wheels/simplegeneric-0.8.1-cp27-none-any.whl'
'D:/my_wheels/smart_open-1.9.0-cp36-none-any.whl'
'D:/my_wheels/smart_open-1.9.0-cp37-none-any.whl'
'D:/my_wheels/absl_py-0.8.1-py3-none-any.whl'
'D:/my_wheels/slackclient-1.3.1-py2.py3-none-any.whl'
'D:/my_wheels/crochet-1.11.0-py3-none-any.whl'
'D:/my_wheels/tornado-6.0.3-cp38-cp38-win_amd64.whl'
'D:/my_wheels/simple_crypt-4.1.7-cp36-none-any.whl'
'D:/my_wheels/pyrsistent-0.15.7-cp38-cp38-win_amd64.whl'
'D:/my_wheels/pdfminer3k-1.3.1-cp37-none-any.whl'
'D:/my_wheels/docx-0.2.4-cp36-none-any.whl'
'D:/my_wheels/docx-0.2.4-cp37-none-any.whl'
'D:/my_wheels/colorclass-2.2.0-cp36-none-any.whl'
'D:/my_wheels/PyDispatcher-2.0.5-py3-none-any.whl'
'D:/my_wheels/neotime-1.7.4-cp37-none-any.whl'
'D:/my_wheels/Pattern-3.6-cp27-none-any.whl'
'D:/my_wheels/python_Levenshtein-0.12.0-cp37-cp37m-win_amd64.whl'
'D:/my_wheels/pyemd-0.5.1-cp37-cp37m-win_amd64.whl'
'D:/my_wheels/jellyfish-0.7.2-cp37-cp37m-win_amd64.whl'
'D:/my_wheels/xlwings-0.15.4-cp36-none-any.whl'
'D:/my_wheels/autoflake-1.3.1-py3-none-any.whl'
'D:/my_wheels/absl_py-0.7.1-cp36-none-any.whl'
'D:/my_wheels/pycparser-2.19-py2.py3-none-any.whl'
'D:/my_wheels/toolz-0.9.0-cp36-none-any.whl'
'D:/my_wheels/SQLAlchemy-1.3.5-cp36-cp36m-win_amd64.whl'
'D:/my_wheels/win_unicode_console-0.5-cp27-none-any.whl'
'D:/my_wheels/seaborn-0.9.0-cp27-none-any.whl'