To install mysolr from Pypi:
pip install mysolr
From source code:
python setup.py install
Mysolr uses requests module for sending HTTP requests. So, if you install mysolr from source code you have to install it.
Concurrent search feature is only available for python 2.X because it depends on Gevent and grequests. So if you want to use this feature, you have to install it as an extra.
pip install "mysolr[async]"