If you installed ArcGIS you will have Python already installed. Pyephem can be obtained from several locations:
pyephem 3.7.5.3 : Python Package Index or
http://www.lfd.uci.edu/~gohlke/pythonlibs/#pyephem
You will probably need this version "pyephem-3.7.5.3.win32-py2.7.exe", since ArcGIS is 32 bits and uses Python version 2.7.
More information can also be obtained here: Welcome! — PyEphem home page
The documentation of the tool also includes a link to the pyephem 3.7.5.3 : Python Package Index page.
Kind regards, Xander