To install devkitppc use the automated installer at:
http://sourceforge.net/projects/devkitpro/files/Automated%20Installer/
Just run: "./devkitPPCupdate.pl"
I use Linux and I could compile this way:
Add powerpc-eabi-gcc to the path: "export PATH=$PATH:/home/me/devkitPro/devkitPPC/bin"
Comment (or remove) the "cygpath" line in the "Makefile" files: "#override CURDIR:=$(shell cygpath -m $(CURDIR))"
Specify which example you want to build: "python...