This page is a quick guide at installing the FBX SDK for Python, which can be used in standalone installs or a DCC like Maya.
First you will need to download the Python SDK from Autodesk and install it, currently found at this link. Or just search for “fbx python sdk”, if this stops working. Then scroll down to the installers.
After it is installed, it should place files under the Autodesk folder in your Program Files. Navigate to the lib folder (eg C:\Program Files\Autodesk\FBX\FBX Python SDK\2020.0.1\lib) and copy the files inside of the appropriate folder (eg. Python27_x64 for Maya if you are not using python 3) to your site-packages folder.
Now you should be ready to import the fbx module.