The spectrogram example requires the pyaudio library, which is available via conda (python 2.7 only):

conda install -c bokeh pyaudio

Or to build pyaudio from source, see the documentation here:

https://people.csail.mit.edu/hubert/pyaudio/

To run the spectrogram example:

python spectogram.py

Then open your webbrowser at: http://localhost:5000