First things first, go to pydev offcial page, it stated:
See: the PyDev does not appear after install section on the download
page for help on using a Java 8 vm in Eclipse.
Visits this page, it shows:
Well, the main issue at this time is that PyDev requires Java 8 in
order to run. So, if you don't want to support PyDev by going the
LiClipse route (which is mostly a PyDev standalone plus some goodies),
you may have to go through some loops to make sure that you're
actually using Java 8 to run Eclipse/PyDev (as explained below).
Also, keep in mind that PyDev 5.x requires Eclipse 4.6 onwards (for
Eclipse 3.8 use PyDev 4.x).
In my system:
$ java -version
openjdk version "1.8.0_102"
OpenJDK Runtime Environment (build 1.8.0_102-8u102-b14.1-2-b14)
OpenJDK 64-Bit Server VM (build 25.102-b14, mixed mode)
According to this answer
Java 8 (a.k.a 1.8)
So my openJDK 1.8 is Java 8 already met the requirement stated from the pydev statement above. So it's not Java problem in my case.
Recall the pydev last statement:
Also, keep in mind that PyDev 5.x requires Eclipse 4.6 onwards (for
Eclipse 3.8 use PyDev 4.x).
So I check my eclipse version, it's merely old version 3.8.1:

But what I've downloaded is latest version pydev 5.3.0, which is wrong, so now what I have to do is follow this instruction to uninstall pydev 5.3.0 first:

Use Shift key to highlight both and uninstall:

After uninstalled, visits this page to copy the old repo link:

Recall the pydev last statement again:
Also, keep in mind that PyDev 5.x requires Eclipse 4.6 onwards (for
Eclipse 3.8 use PyDev 4.x).
My eclipse is 3.8.1, so I just have to choose 4.x. The highest version of 4.x listed above is 4.5.5.
I copy the link http://www.pydev.org/update_sites/4.5.5 and paste into eclipse's Install New Software page to install:

After all, Windows -> Preferences, pydev is showing up now:
