The NITRO package is available as a tar file on the Downloads page of the NetScaler SDX appliance's configuration utility. You must download and un-tar the file to a folder on your local system. This folder is referred to as <NITRO_SDK_HOME> in this documentation.
The REST package contains only documentation for using the REST interfaces.
For the Python SDK, the library must be installed on the client path. For installation instructions, read the <NITRO_SDK_HOME>/README.txt file.