The problem is in new XCode that shut down some support ( I got similar issue with wxPython ) but I managed to make pygame
work (version 1.9.2) so try pip install pygame==1.9.2
since it is by default trying to get 1.9.3
Also the #include "SDL.h"
is C++, not python, so it is not a comment, rather it is importing a library SDL :)