Hello! I was able to install a library using python sdk - Task configuration. Please see the code below! Hope it helps! 🙂 

from databricks.sdk.service.jobs import Task
from databricks.sdk.service.compute import ( Library,
PythonPyPiLibrary,
)

Task(...<other config>,
     libraries=[Library(pypi=PythonPyPiLibrary(package="package_name==version"))],
)