Blockade can be installed via pip or easy_install:
$ pip install blockade
Because Blockade directly executes iptables and tc commands, it must be installed on a Linux system or VM and run as root.
If you are using OSX, Blockade and Docker cannot yet be truly run natively. Use the included Vagrantfile or another approach to get Docker and Blockade installed into a Linux VM. If you have Vagrant installed, running vagrant up from the Blockade checkout directory should get you started. Note that this may take a while, to download needed VMs and Docker containers.