If you already know how to install python packages, then you can simply do:
$ pip install mycli
If you're on macOS you can install it via homebrew.
$ brew update && brew install mycli
If you're having trouble with the quick start, check the install page for detailed instructions

$ mycli --help
Usage: mycli [OPTIONS] [DATABASE]
 A MySQL terminal client with auto-completion and syntax highlighting.

- mycli my_database
 - mycli -u my_user -h my_host.com my_database
 - mycli mysql://my_user@my_host.com:3306/my_database

 -h, --host TEXT    Host address of the database.
 -P, --port INTEGER   Port number to use for connection. Honors
        $MYSQL_TCP_PORT.
 -u, --user TEXT    User name to connect to the database.
 -S, --socket TEXT    The socket file to use for connection.
 -p, --password TEXT   Password to connect to the database.
 --pass TEXT     Password to connect to the database.
 --ssl-ca PATH     CA file in PEM format.
 --ssl-capath TEXT    CA directory.
 --ssl-cert PATH    X509 cert in PEM format.
 --ssl-key PATH    X509 key in PEM format.
 --ssl-cipher TEXT    SSL cipher to use.
 --ssl-verify-server-cert  Verify server's "Common Name" in its cert
        against hostname used when connecting. This
        option is disabled by default.
 -V, --version     Output mycli's version.
 -v, --verbose     Verbose output.
 -D, --database TEXT   Database to use.
 -d, --dsn TEXT    Use DSN configured into the [alias_dsn]
        section of myclirc file.
 --list-dsn     list of DSN configured into the [alias_dsn]
        section of myclirc file.
 -R, --prompt TEXT    Prompt format (Default: "\t \u@\h:\d> ").
 -l, --logfile FILENAME  Log every query and its results to a file.
 --defaults-group-suffix TEXT Read MySQL config groups with the specified
        suffix.
 --defaults-file PATH   Only read MySQL options from the given file.
 --myclirc PATH    Location of myclirc file.
 --auto-vertical-output  Automatically switch to vertical output mode
        if the result is wider than the terminal
        width.
 -t, --table     Display batch output in table format.
 --csv       Display batch output in CSV format.
 --warn / --no-warn   Warn before running a destructive query.
 --local-infile BOOLEAN  Enable/disable LOAD DATA LOCAL INFILE.
 --login-path TEXT    Read this path from the login file.
 -e, --execute TEXT   Execute command and quit.
 --help      Show this message and exit.