ModuleNotFoundError: No module named 'click'

I am trying to run this script here: https://github.com/carderne/signal-export

However, when I run

./sigexport.py outputdir

I get this:

Traceback (most recent call last):
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/./sigexport.py", line 11, in <module>
    import click
ModuleNotFoundError: No module named 'click'

Any idea what I am doing wrong?