The lldb module comes with XCode hence requiring you to run xcode-select --install before being able to install the
python package. Having done that, the package is located in /Applications/Xcode.app/Contents/SharedFrameworks/LLDB.framework/Resources/Python/
hence symlinking the lldb folder contained therein into your python package folder, should do the trick. If you don't know which folder that is
running python -m site will print out the array of such directories. Note that it seems to be written in a mix of both python 2.7 and 3.
# list the paths you can symlink into
python -m site
# symlink the lldb module into the site-packages directory
ln -s /Applications/Xcode.app/Contents/SharedFrameworks/LLDB.framework/Resources/Python/lldb/ /usr/local/Cellar/python/3.7.2/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/lldb