Binary packages are available for:
PyMVPA is an official Debian package (python-mvpa). Backports for Debian and Ubuntu releases are available from the NeuroDebian project.
PyMVPA is available from the MacPorts framework.
If there are no binary packages for your particular operating system or platform, you need to compile your own. The manual contains instructions to build PyMVPA in various environments (Windows, Fedora, OpenSuse, ...).
Source code tarballs of PyMVPA releases are available from the download area. Alternatively, one can also download a tarball of the latest development snapshot (i.e. the current state of the master branch of the PyMVPA source code repository).
To get access to both the full PyMVPA history and the latest development code, the PyMVPA Git repository is publicly available. To view the repository, please point your webbrowser to gitweb: http://github.com/PyMVPA/PyMVPA
To clone (aka checkout) the PyMVPA repository simply do:
git clone git://github.com/PyMVPA/PyMVPA.git
After a short while you will have a PyMVPA directory below your current working directory, that contains the PyMVPA repository.
More detailed instructions on installation requirements and on how to build PyMVPA from source are provided in the manual.