The instruction on the hazm documentation page is to install the package using pip:
pip install hazm
pip can be used to install non-conda packages in a conda environment, if there isn't a conda package available.
Reading this question and its answers it sounds as if the latest version of hazm may not install under Windows because of a dependency issue. If you're on Windows you need to specify the 0.4 version, either with hazm==0.4 or simply by pointing to the archive you downloaded. I was able to install hazm 0.4 from the gz archive on Anaconda under Windows without errors as follows:
conda create -n testhazm python=3.4 nltk=3.0.0
activate testhazm
pip install hazm-0.4.tar.gz
(If I allowed conda to use the latest version of nltk, the installation went OK but I got an error when I actually started Python and tried to import hazm. You may be able to get it working with a more recent version of nltk and/or Python by experimenting.)
Background:
When you do conda install hazm the error message The following packages are not available from current channels: hazm means exactly what it says: the channels specified in your current conda configuration do not contain this package.
Often, packages that are not available on the default conda channels can be found on conda-forge, but I checked this with conda search hazm -c conda-forge and it looks like it's not there either.
To use the command conda install hazm-0.4.tar.gz, the downloaded file would need to be a conda package, not just a Python module.
