Install Python >= 3.4.2. Get it from python.org or your package manager.
Make sure to add the Python executable to your PATH if the installer doesn't handlle that for you.
Download the latest jayze code from GitHub and unpack/copy it to a place on your system where you intend to use it. You should end up with a directory structure like this:
jayze/ docs/ lib/ jayze.py
You now should see jayze's version number.