sudo pip install <software>

libpython2.7-dbg: /usr/include/python2.7_d/pyconfig.h
libpython2.7-dbg: /usr/include/x86_64-linux-gnu/python2.7_d/pyconfig.h
libpython2.7-dev: /usr/include/python2.7/pyconfig.h
libpython2.7-dev: /usr/include/x86_64-linux-gnu/python2.7/pyconfig.h
libpython3.4-dbg: /usr/include/python3.4dm/pyconfig.h
libpython3.4-dbg: /usr/include/x86_64-linux-gnu/python3.4dm/pyconfig.h
libpython3.4-dev: /usr/include/python3.4m/pyconfig.h
libpython3.4-dev: /usr/include/x86_64-linux-gnu/python3.4m/pyconfig.h
pypy-dev: /usr/lib/pypy/include/pyconfig.h

sudo apt-get install libpython2.7-dev