I would suggest you start by familiarizing yourself with python packages (see the distutils docs. Pip is simply a manager that install packages directly from the internet repository, so that you don't need to manually go and download them. So for, example, as stated under "Installing" on the requests
homepage, you simply run pip install requests
in a terminal, without manually downloading anything.
Packaging your product is a different story, and the way you do it depends on the target system. On windows, the easiest might be to create an installer using NSIS which will install all dependencies. You might also want to use cx-freeze to pull all the dependencies (including the python interpreter) into a single package.
On linux, many of the dependencies will already be including in most distributions. so you should just list them as requirements when creating your package (e.g. deb
for ubuntu). Other dependencies might not be included in the distro's repo, but you can still list them as requirements in setup.py
.
I can't really comment on Mac, since I've never used python on one, but I think that it would be similar to the linux approach.