Thank you so much for trying out the Tableau SDK and submitting your question! These videos are a bit out of sync with the current version of the Tableau SDK. The overall concept of how the Extract API should work and the majority of the code flow is still similar though! We will work on getting these videos up to date.
For installation instructions, please try the ones listed on the Online help pages. I see you're using Python, so here are the Python instructions: http://onlinehelp.tableau.com/current/api/sdk/en-us/help.htm#SDK/tableau_sdk_using_python.htm%3FTocPath%3D_____4.
Please let me know if you have any more questions!
Associate Product Manager, Hyper Team