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Wing doesn't currently have a package manager so I'm a bit unclear on what you're asking, or perhaps this question is off-topic since it's about pip and not Wing.
In any case, I think if you run pip it just uses one core. The only things I could find about this by searching seem to indicate that is still how it works.
We do hope to add a package manger to Wing eventually, and will be sure we consider that this can be slow.