PyNumero is a module within Pyomo. Therefore, Pyomo must be installed to use PyNumero. PyNumero also has some extensions that need built. There are many ways to build the PyNumero extensions. Common use cases are listed below. However, more information can always be found at https://github.com/Pyomo/pyomo/blob/main/pyomo/contrib/pynumero/build.py and https://github.com/Pyomo/pyomo/blob/main/pyomo/contrib/pynumero/src/CMakeLists.txt.
One way to build PyNumero extensions is with the pyomo download-extensions and build-extensions subcommands. Note that this approach will build PyNumero without support for the HSL linear solvers.
pyomo download-extensions pyomo build-extensions
If you want PyNumero support for the HSL solvers and you have an IPOPT compilation for your machine, you can build PyNumero using the build script
cd pyomo/contrib/pynumero/ python build.py -DBUILD_ASL=ON -DBUILD_MA27=ON -DIPOPT_DIR=<path/to/ipopt/build/>