Solved the problem. adding the path:
C:\Program Files\ParaView 5.4.1-822-g597adef-Qt5-Windows-64bit\bin\Lib\site-packages
to a .pth file in C:\Python27\Lib\site-packages solves the problem. I think these instructions worth mentioning in the tutorial page.
P.S. Although the import problem is initially solved later when I want to render things I get no responding VTK window as described here.