运行以下命令即可。
sudo apt-get install pyqt5-dev-tools
pip3 install PyQtWebEngine

来源：https://askubuntu.com/questions/763612/importerror-no-module-named-pyqt5-qtwebenginewidgets/949750

原因

官方： Note that for v5.11 and later the 32-bit Windows wheels do not contain the WebEngine modules. and Wheels are provided for Python v3.5 and later for 64-bit Linux, macOS and 32-bit and 64-bit Windows. These include copies of the corresponding Qt libraries.

翻译： 对于v5.11及更高版本，32位Windows轮盘不包含WebEngine模块。

解决方案：

卸载PyQtWebEngine再重新安装PyQtWebEngine即可。