I need to go to the directory lib/py on the thrift installation directory, but I cannot find it after installation (using sudo apt-get install thrift-compiler)
The compiler and the libraries needed for each language are not the same. You installed the thrift-compiler package only, which - as the name suggests - does only contain the Thrift compiler binaries. I don't have an Ubuntu at hand right now, but there are basically three solutions:
git checkout the branch from the repository