You must be using Python 3+, not 2.7. 95% of errors are from using Python 2. Make sure you have the requests library.
Run sitekey_captcha.py. It'll ask you what country sitekey you want to go for, then it'll search the links for a sitekey and print it for you.
I haven't updated these files in awhile, so I don't know how much they work. I recommend using sitekey_captcha.py
Run sitekey_only.py if you want to only get the sitekey and not tweet it out.
Run sitekey_twitter.py if you want to tweet out the sitekey. Put your auth keys in config.py