The current README file inside the python driver source, it does not mention that you need the python development package (pythonx.x-dev on Debian or python-devel on Fedora):
The information is available here:
http://www.cubrid.org/wiki_apis/entry/install-python-development-package
Users that download the source and follow the procedure that does not mention the development package will encounter an error that Python.h is not found.