In terms of what you are missing without pyephem you might want to read the
Almanac section in the
Customization Guide. Practically though, if you are running something like the Seasons skin you will not see any detailed Sun and Moon rise/set/position details. For other skins it depends on the skin, but without pyepehem you will only have access to tags for sun rise/set and moon phase and moon % fullness, any other
$almanac tag will not be available.
How to install pyephem - the
WeeWX setup.py install instructions contain instructions for installing pyephem for your OS, just look in the appropriate tab under '1. Install prerequisites' for the pyephem/ephem install command applicable to your OS.
Gary