To build the lemon library you need to run

First run:
On linux and mac:
$ python3 setup.py dev_build

On windows
$ python setup.py dev_build

All that command does is zips a directory located at lemon/default. this will zip the file correctly, so do not just zip the file your self.

Now run:

On mac and linux:
$ python3 setup.py bdist_wheel

On windows:
$ python setup.py bdist_wheel
