To install, just run:
sudo python setup.py install

For now almost all the files and directories are dumped to /opt/wicd, though
it's possible for the user to specify a different directory by editing two files;
setup.cfg, and wpath.py.  Simply change all mentions of /opt/wicd in those files
to the directory of your choice.

It should also be noted that wicd also installs some files elsewhere, namely
init.d and suspend.d scripts, dbus configuration files, and pixmaps.  Exactly
what gets put where can be viewed by opening up and reading setup.py.

In the (near) future, all the files will not all be put in one directory, and will
instead follow linux standards for directory structure.