First of all, you do not need xlutils just to read and write Excel files. You can read them with xlrd and write them with xlwt and provide your own "glue" in the Python code that you write yourself.

That said, xlutils does provide features that make some things more convenient than writing them for yourself (that is the point of its existence). So the second part of my answer is: You do not need to "install" xlutils per se. You can just unpack it and put the xlutils directory into site-packages and be off and running. This is true for pretty much every pure-Python package, as far as I know. (Some other packages are partially written in C (or sometimes other languages) and these often require specific installation steps.) So why do pure-Python packages provide a setup.py script? Usually to run tests or to build .pyc files, both of which are optional.