It is suggested that you install the latest stable version of Scikit-CUDA directly from GitHub: https://github.com/lebedov/scikit-cuda.
Unzip the package into a directory, and then open up the command line here and install the module by typing python setup.py install into the command line. You may then run the unit tests to ensure that a correct installation has been performed with python setup.py test. (This method is suggested for both Windows and Linux users.) Alternatively, Scikit-CUDA can be installed directly from the PyPI repository with pip install scikit-cuda.