Bokeh runs on Python it has the following dependencies;
NumPy, Jinja2, Six, Requests, Tornado >= 4.0, PyYaml, DateUtil
If you plan on installing with Python 2.7 you will also need
All of those come with the Anaconda Python Distribution. Which you can download and install for free.
Once you have anaconda installed onto your machine then you can simply run the following in cmd.exe on Windows or terminal on Mac:
conda install bokeh
If you already have a version of Python then you can run the following in cmd.exe on Windows or terminal on Mac:
pip install bokeh
Be sure to check out the Bokeh quick start guide for several examples.