If you want to experiment with xlwt, the easiest way to install it is to do the following in a virtualenv:
pip install xlwt
If your package uses setuptools and you decide to use xlwt, then you should add it as a requirement by adding an install_requires parameter in your call to setup as follows:
setup( # other stuff here install_requires=['xlwt'], )
Python version requirements
This package has been tested with Python 2.6, 2.7, 3.3+ on Linux, and is also expected to work on Mac OS X and Windows.