Install the Splunk SDK for Python libraries by doing the following:
[sudo] easy_install splunk-sdk
Or, use pip:
[sudo] pip install splunk-sdk
Or, run setup.py on the resources you cloned from GitHub:
[sudo] python setup.py install
export PYTHONPATH=~/splunk-sdk-python
If you get this type of error when you try to run your first program:
From FOO import error, parse ImportError: No module named FOO
It probably means you still need to add the root directory of the Splunk SDK for Python to your PYTHONPATH.