Py++ depends on pygccxml, which in turn depends on CastXML. You can install these packages from source yourself, but you can also use package managers. For CastXML there are binaries available at https://data.kitware.com/#collection/57b5c9e58d777f126827f5a1/folder/57b5de948d777f10f2696370.
sudo apt-get install castxml.
The pygccxml and Py++ packages can be installed with
pip3 (a package manager specifically for Python packages):
sudo apt-get install pip3 sudo -H pip3 install -vU pygccxml pyplusplus
On macOS you can also use
pip3, but if using MacPorts, then Py++ and its dependencies can be installed like so:
sudo port install py38-pyplusplus # if you use python3.8