What version of Python are you using? You can find out by doing python --version from the command line. From the Twitter Python Ads SDK README:
This project is designed to work with Python 2.7 or greater. While it may work on other version of Python, below are the platform and runtime versions we officially support and regularly test against.
Platform Versions
CPython 2.7, 3.2, 3.3, 3.4
PyPy 2.x, 4.x
Ensure you are using an officially supported version / platform.
For example, my Python version is 2.7.9 and doing pip install twitter-ads works just fine and as expected.
Additionally, this Stackoverflow answer might be helpful.