If you have pip or easy_install, you can just:
pip install --upgrade pyautocad
or:
easy_install -U pyautocad
Also, you can download Windows installer from PyPI pyautocad page.
A copy of the AutoCAD ActiveX guide and reference can be found in the help directory of your AutoCAD install.
Reference can also be found in C:\Program Files\Common Files\Autodesk Shared\acadauto.chm
Read the Usage section, or look for real applications in examples folder of source distribution.
Note
Applications in examples are Russian engineering specific, but anyway I hope you’ll find something interesting in that code.
For more info on features see API documentation and sources.