This project is now DEAD. It was born with the intent to provide a better (IMHO) alternative to Pip. Since now Pip has got a lot of great improvements, this is not needed anymore.
So the advice here is to use Pip instead. Pyg has not been maintained for over 2 years now. It may well be broken in many places. The code is old and would need a refactoring, but there is no need anymore.
Pyg is a Python Package Manager that is meant to be an alternative to easy_install.
To install Pyg it takes only one simple command::
$ pip install pyg
or if you must::
$ easy_install pyg
And then you should no more need them!
Also, you can download the source and after unpacking the archive::
$ python setup.py install
Note: You may need root privileges to install.
If you need further information you can check the documentation at: http://pyg-installer.co.nr
Building the documentation
You can build the documentation locally. In order to build the html documentation you need to install `Sphinx`_. Simply run::
$ pyg install sphinx
Again, you may need root privileges.
Now you can build the docs. If you haven't already downloaded the source download it and open your terminal::
$ cd docs
$ make html
The docs are now in ``_build/html/``
.. _Sphinx: http://sphinx.pocoo.org