For the installation of the Python client API, you can refer to the documentation: http://doc.dataiku.com/dss/latest/api/public/client-python/index.html#installing
I assume in this answer that you want to use the client inside DSS (in a notebook or in a recipe). Remember that you should use the Python virtual environment of DSS (see How to install Python packages?).
git clone https://github.com/dataiku/dataiku-api-client-python
python setup.py build
./bin/pip install -e /path/to/dataiku-api-client-python
Note that on Mac OS X the data_dir is by default ~/Library/DataScienceStudio/dss_home/
Then, you need to define an API key in DSS.
When you have it, you can for instance list project_keys in a notebook:
I hope that helps,