Add a formal dependency on wheel for the download usecase

[dmcguire81]

Seeing #188, I thought maybe all of the wheel usage might be removed, but, since it looks like some of the dependency is being retained, please consider documenting that dependency, formally. The reason for this is that not all environments with pip will also have wheel, necessarily, with a stock venv environment on Python 3.7 as just one example. We currently have to proactively install wheel in our environment because of this defect, and it wouldn't be much work to make a PEP 508-compliant fix.