There is a requirements.txt file with the dependencies in the enviroenment gym_retro, we recommend to use virtual environment such as pipenv, virtualenv or conda in order to isolate these dependencies from any other you already have in your system or other engines.
pip install -f ./src/environments/gym_retro/requirements.txt
PYTHONPATH=./src/ ENGINE_MODULE=environments.gym_retro.engine AGENT_MODULE=environments.gym_retro.sf2_actor_critic_policy.agent GAME=StreetFighterIISpecialChampionEdition-Genesis python ./src/environments/main.py