How to install libjpeg?

Use apt-get. As a side note, I was getting errors installing pillow and these commands helped me

sudo apt-get install libjpeg-dev
sudo apt-get install zlib1g-dev
sudo apt-get install libpng-dev

libjpeg is not a python module and pip won't ever be able to install it.

Use your Operating System's packaging system to install it. On Ubuntu and Debian that'd be apt, for example.

Actually I use Heroku and the problem therefore is more complicated. Here is a solution.
EDIT: but attempts to use both hg- and git-based variants failed with various errors. Damn!

I used homebrew to install that!

brew install libjpeg

Hope that helps