You can install RPLCD directly from PyPI using pip:
$ sudo pip install RPLCD
If you want to use I²C, you also need smbus:
$ sudo apt-get install python-smbus
If you want to use pigpio, the easiest way is to install the library via your packet manager (select the Python version you need):
$ sudo apt-get install pigpio python-pigpio python3-pigpio
You can also install the library manually without pip. Either just copy the
scripts to your working directory and import them, or download the repository
and run python setup.py install to install it into your Python package
directory.