python setup.py install
or if you need it:
sudo python setup.py install
To use pythonica you must have Python version 2.6 or later. I have not tested it on earlier versions. You must also have the Mathematica MathLinks python module installed. This is distributed with Mathematica, and usually resides in /path/to/Mathematica/Version/SystemFiles/Links/Python. If you can run:
import mathlink
Without any problems you should be good to go.