Use pip to install Flask in a virtualenv.
pip install flask
Step by step instructions for creating a virtualenv for your project:
mkdir project && cd project
python3 -m venv env
# or `virtualenv env` for Python 2
source env/bin/activate
pip install flask
Never use sudo pip install
unless you understand exactly what you're doing. Keep your project in a local virtualenv, do not install to the system Python unless you are using the system package manager.