When I try to install wxPython, it shows an error:

> The Installer could not install the software because there was no
> software found to install.

How can I fix it?

wxPython is using a legacy script, and according to this technical note bundle installers were deprecated and are (as of El Capitan release) unsupported:

Bundle-style installer packages are a legacy transition aid that is no longer supported. PackageMaker is also no longer supported. It is now necessary to convert to flat-file installer packages using tools like productbuild.

That leaves you with two options,

1. Convert the installer to a flat package.
2. Compile wxWidgets and install it locally.

To achieve the former, follow these instructions:

0) Let's assume that you have already mounted the dmg and you have moved the pkg folder to a working place.

cd ~/repack_wxpython
cp -r /Volumes/wxPython/wxPython-ABC.pkg .

1) Use the pax utility to extract the payload file (pax.gz) from Contents/Resources to a folder that will become the root of your new package.

mkdir pkg_root
cd pkg_root
pax -f ../wxPython-ABC.pkg/Contents/Resources/wxPython-ABC.pax.gz -z -r
cd ..

2) Rename the bundle's preflight/postflight scripts, to preinstall/postinstall scripts, as required for flat packages, in a scripts folder.

mkdir scripts
cp wxPython-ABC.pkg/Contents/Resources/preflight scripts/preinstall
cp wxPython-ABC.pkg/Contents/Resources/postflight scripts/postinstall

3) Create the flat package using the pkgbuild tool:

pkgbuild --root ./pkg_root --scripts ./scripts --identifier com.wxwidgets.wxpython wxPython-ABC.pkg

This is the documentation of the pkbuild command in case you want to customize the passed parameters.

Caveats: The original bundle package contains a License.rtf and a Welcome.txt files that are not included in the flat package. Those need to be added by defining a custom XML file and creating another package using the productbuild command.