For this project, at the moment, you need to clone montepython from the private repository (in a directory montepython at the same level as this one) and checkout the branch euclid_cl_xc:
cd ..
git clone https://github.com/lesgourg/montepython montepython
cd montepython
git co euclid_cl_xc
To set up the path to class you need to do:
cp default.conf.template default.conf
the edit default.conf and set the path "root" to the directory that contains class/, montepython/, Euclid_KP_nu/, etc.
Return here with
cd ../Euclid_KP_nu