RecSQL uses python’s setuptools, and specifically, easy_install
You can install to the latest version directly from the internet with
easy_install -f http://sbcb.bioch.ox.ac.uk/users/oliver/download/Python RecSQL
You can also download the source manually from http://sbcb.bioch.ox.ac.uk/users/oliver/download/Python and unpack it. Install from the unpacked source with
cd RecSQL-0.4
python setup.py install
See the easy_install documentation for details, in particular if you are interested in installing into non-standard locations.
Additional requirements are numpy and pysqlite. easy_install will automatically attempt to download appropriate versions if none are currently installed.