I built quickfix engine (http://www.quickfixengine.org/) for one of my tasks and also built in python support for it.
Unfortunately this is a multi user env and I do
I'm going to assume compiling the QuickFix package does not produce a setup.py file, but rather only compiles the Python bindings and relies on make install to put them in the appropriate place.
In this case, a quick and dirty fix is to compile the QuickFix source, locate the Python extension modules (you indicated on your system these end with a .so extension), and add that directory to your PYTHONPATH environmental variable e.g., add
export PYTHONPATH=~/path/to/python/extensions:PYTHONPATH
or similar line in your shell configuration file.
A more robust solution would include making sure to compile with ./configure --prefix=$HOME/.local. Assuming QuickFix knows to put the Python files in the appropriate site-packages, when you do make install, it should install the files to ~/.local/lib/pythonX.Y/site-packages, which, for Python 2.6+, should already be on your Python path as the per-user site-packages directory.
If, on the other hand, it did provide a setup.py file, simply run
python setup.py install --user
for Python 2.6+.