To install FXPy, change to the top-level directory and type:

python setup.py install [--prefix=install-dir]

If you do not provide the optional installation directory argument, it should get installed in the right place. On Unix platforms, the FXPy package directory should get installed under the site-packages directory, e.g. /usr/local/lib/python1.5/site-packages/FXPy. On Windows, it should get installed under the main Python directory, e.g. C:\Python20\FXPy. You shouldn't need to adjust your PYTHONPATH environment setting for these standard installation locations, but if you don't install it in a "standard" location, be sure to add the installation directory to your PYTHONPATH environment variable.