From what you say it looks like it should be working just fine. I suppose it's possible that Python is looking in some other folder. If the mcpi folder is in the right place, then you should be able to import it just fine.
I used pip to install it, it somehow ended up in the wrong folder so I moved it to the right one, and then it was working. You can try opening up your Python installer, clicking customize -> next and then seeing what path it says, I think that's the one that it will look in.
I used pip to install it, it somehow ended up in the wrong folder so I moved it to the right one, and then it was working. You can try opening up your Python installer, clicking customize -> next and then seeing what path it says, I think that's the one that it will look in.