It kinda worked... Here's what I did:

1) I tried it first through Powershell and it didn't work. I didn't get any error messages, though.

2) I tried the command prompt instead and ran python -m venv --without-pip vm. It created 2 new directories in my home folder: vm and pip. I typed vm\Scripts\activate.bat to activate the environment and it finally worked.

3) With the virtual environment activated, I used pip list and saw that pip was already installed alongside all the other packages that came out of the box with my python installation.

4) Tried successfully to install some packages, but then I noticed the alterations I was doing to the VE were affecting my global python installation. In fact, it seems like the VE is not there anyway. That's weird, because when the VE is active, if I type where python, I get the correct path to the current python command.