Install wheel package in clang builds

Author: ndgrigorian

.github/workflows/build-with-clang.yml

@@ -53,7 +53,7 @@ jobs:
       - name: Install mkl_random dependencies
         shell: bash -l {0}
         run: |
-          pip install cython setuptools pytest pytest-cov
+          pip install cython setuptools pytest pytest-cov wheel
           pip install ${{ matrix.numpy_build_version }}
 
       - name: List oneAPI folder content