Documentation for mod_python is on http://www.modpython.org/

If you can't read instructions:

$ ./configure
$ make
$ sudo make install
$ make test

If the above worked - read the tutorial in the documentation.

HELP NEEDED! I do not have access to a Windows development environment. If you get a Windows compile working, please create a pull request or drop a note on the mod_python mailing list: mod_python@modpython.org (Note: subscription required).

At least on OS X 10.8.5, the following was required in order for compile to work:

sudo ln -s /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain \
    /Applications/Xcode.app/Contents/Developer/Toolchains/OSX10.8.xctoolchain