I came across this ipython extension by chance and at first didn't know how to install it.
The answer is simply pip install ipython-sql as mentioned here:
https://github.com/ipython/ipython/wiki/Extensions-Index#sql

Perhaps it would be worthwhile mentioning that also in the README so that is is shown at
https://github.com/catherinedevlin/ipython-sql and
https://pypi.python.org/pypi/ipython-sql ?