No way - modwsgi is not going under Windows. You can try to pervert with Cygwin, but then there still need to install both Apache and Python.
And apxs is a binary for the Apache module builder. In Ubuntu, for example, you can get it by installing apache2-dev.
There is an emergency exit - download the already compiled module. From here, for example, https://github.com/GrahamDumpleton/mod_wsgi/blob/develop/win32/README.rst You need to download a module that exactly matches the version of Apache and Python. In this case, I would start from the very, very beginning - downloading only the version of Apache for which there is a compiled module. Due to the fact that the versions must coincide, install the compiled module, which is still a smut, and Apache, in case of failure, does not spill errors like "not that version downloaded" - errors will not be related to the true cause at all.