On Debian or Ubuntu, you can install SCons using

$ sudo apt-get install scons

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On YUM-based systems, use

$ sudo yum install scons

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You can install using an RPM by downloading it, then running

$ sudo rpm -Uvh http://prdownloads.sourceforge.net/scons/scons-2.5.0-1.noarch.rpm    

Grab installer from http://scons.org/pages/download.html

Or try pip installation tool that comes with Python:

pip install scons

If scons still can't be found after that, make sure that Python Scripts/ folder is added to PATH for your Python installation.

If you have modifications to share or just want to try new version in development.

$ hg clone https://bitbucket.org/scons/scons
$ python scons/src/script/scons.py

pip install scons

If you are not to run scons from command line, check that Python scripts directory is added to PATH for your installation.

If you want to play with API, import SCons from Python won't work, because SCons 2.5.x and below allows to install multiple versions side-by-side. This was needed to switch between different SCons versions during development and troubleshooting. Now the more common way for this is to use virtualenv or just run it from source.