Pyo3's attributes, #[pyclass], #[pymodinit], etc. are procedural macros, which means that rewrite the source of the annotated item. You can view the generated source with the following command, which also expands a few other things:

cargo rustc --profile=check -- -Z unstable-options --pretty=expanded > expanded.rs; rustfmt expanded.rs

(You might need to install rustfmt if you don't already have it.)

You can also debug classic !-macros by adding -Z trace-macros`:

cargo rustc --profile=check -- -Z unstable-options --pretty=expanded -Z trace-macros > expanded.rs; rustfmt expanded.rs

See cargo expand for a more elaborate version of those commands.

When building, you can set PYTHON_SYS_EXECUTABLE to the python interpreter that pyo3 should be linked to. You might need to set the python2 or python3 feature accordingly. On linux/mac you might have to change LD_LIBRARY_PATH to include libpython, while on windows you might need to set LIB to include pythonxy.lib (where x and y are major and minor version), which is normally either in the libs or Lib folder of a python installation. Also make sure that python is in PATH when you're not using PYTHON_SYS_EXECUTABLE.