I am VERY new to python. I used libcurl with no problems and used pyCurl once in the past. Now i want to set it up on my machine and dev. However i have no idea how to do it
As it has been said already, it depends on the platform.
In general, I prefer to use only the Python interpreter itself that is packaged for my OS and install everything else in a virtual environment, but this is a whole different story... If you've got setuptools installed, installing most Python packages is as simple as:
easy_install pycurl