To install the ML-Agents Toolkit on macOS or Linux, you need first to install Python 3.6 (at the moment, the ML-Agents Toolkit works only with Python 3.6).
Then, just go in the ml-agents subfolder and run the following command:
pip3 install .
If everything is correct, you should be able to run the mlagents-learn --help command without any errors.
Pip3 is automatically installed with any Python 3.x distribution. If, for some reason, you don't have pip3 installed, try following the official guide: https://pip.pypa.io/en/latest/installing/
