PyMEL is installed with Maya.
PyMEL is an open-source Python library licensed under the new BSD license. Autodesk provides PyMEL for user convenience but does not directly support it. Help can typically be found on the Python Inside Maya mailing list.
In order to access the PyMEL commands, enter the following in the Python tab of the Script editor in each session, just as you would import the Maya commands:
import pymel.core as pm
Then you can use PyMEL commands as follows:
light = pm.directionalLight(intensity=0.8)
For more information see the PyMEL Reference.