Prepare a Linux system first. It can be anything among native Linux on desktop/laptop, Linux virtual machine on Windows/OS X platform, Windows Subsystem of Linux (WSL), or Termux. If it's difficult for you to achieve that, Linux server of X.X. group is also available.
Native OS X machine is also ok, but OS X on M1 chip may have some trouble --
Set up Python environment. Almost every linux distribution has included python. Make sure your python version >= 3.6. You can check that by typing
python --version
Install PySCF. You can follow pyscf.org/install.html.
Installing from PyPI is recommended.
pip install pyscf
Follow pyscf.org/quickstart.html