This instruction assumes that you are trying it on a Linux host, but it will be pretty much the same on Mac.
The easiest way to install Kafka-Pixy is to download its docker image:
docker pull mailgun/kafka-pixy
Create a configuration file using default.yaml as a template. The default settings in the config file should be good enough for you to give Kafka-Pixy a try, you can always fine tune it later. But for the first time you need to at least point it to your Kafka and Zookeeper clusters.
Then you can start it:
docker run -d -p 19091:19091 -p 19092:19092 -v $CONFIG_PATH:/etc/kafka-pixy.yaml mailgun/kafka-pixy --config /etc/kafka-pixy.yaml