How to import pythonds.trees ? (BinaryTree, BinaryHeap ect.)

Im currently working through Miller and Ranum and it states i should import pythonds.trees BinaryTree but every time i do i get,

ImportError: No module named 'pythonds'

i am pretty new to this and am just wondering how this works, do i have to download a file with this in and then import it to my program ?

Any help is welcome, cheers