A bunch of Python modules need to be installed.
I posted a list of those required for Windows (the CLI now works for me) and Linux (broke Python on my Fed Node, probably because I upgraded pip3 as well) here:
https://github.com/CounterpartyXCP/counterpartyd_build/issues/171
It's best to wait for the devs to get these tested and include them in setup scripts but if you're curious and in a hurry you may want to give it a shot on a test system. I wouldn't recommend to try this on dev and production systems.