Ensure for 3rd-party imports we only import packages and modules

[leofang]

I think we should just import pywintypes and then use it explicitly like except pywintypes.error as e:. I agree it is very unclear (and I did not know error is a legit exception type).

Originally posted by @leofang in #625 (comment)

I like Google's Python style guide on this part:
https://google.github.io/styleguide/pyguide.html#22-imports

Use import statements for packages and modules only, not for individual types, classes, or functions.