Pyjnius depends on Cython and Java.
You need the Java JDK and JRE installed (openjdk will do), and Cython. Then, just type:
sudo python setup.py install
If you want to compile the extension within the directory for any development, just type:
make
You can run the tests suite to make sure everything is running right:
make tests
If you use Python for android <http://github.com/kivy/python-for-android>, you just need to compile a distribution with the pyjnius module:
./distribute.sh -m 'pyjnius kivy'