NannyML depends on LightGBM. This might require you to set install additional OS-specific binaries. You can follow the official LightGBM installation guide.
From the shell of your python environment type:
$ pip install nannyml
$ conda install -c conda-forge nannyml
$ docker -v /local/config/dir/:/config/ run nannyml/nannyml nml run
See the quickstart to find out what you can do with NannyML in practice.
Any issues with installation? Let us know so we can help you.