trying these steps

wget http://www.antlr3.org/download/antlr-3.1.3.tar.gz
tar xfz antlr-3.1.3.tar.gz
cd antlr-3.1.3/runtime/Python/
python setup.py install

below my try.
download http://www.antlr3.org/download/antlr-3.1.3.tar.gz
extract cd antlr-3.1.3/runtime/Python/

python setup.py install

gives following

File "setup.py", line 49
except OSError, exc:
^
SyntaxError: invalid syntax

OS
Windows 10
Python 3.7.1
python info
Python 3.7.1 (v3.7.1:260ec2c36a, Oct 20 2018, 14:57:15) [MSC v.1915 64 bit (AMD64)] on win32