Required ZeroShell packages are the C/C++ development environment as well as the python interpreter.
Once these are installed, you can then install the netifaces python package (at the time of writing, it is not installed by default).
From a ZS shell, first enter the development shell:
% develsh
Before you can fetch and install netifaces, you will need to make the CA certificate for https://pypi.python.org available. Within this distribution there is a file called 81b9768f.0 - drop that into /etc/ssl/certs and keep the filename identical.
Now you can fetch and install netifaces:
develsh% easy_install-3.5 netifaces
And thereafter, multicast-relay.py will be able to run as follows:
% python ./multicast-relay.py