You should just be able to use the 'pip' package manager to download and install the required package.
For a Windows machine open a cmd Window in Adminstrator mode then navigate to the directory that contains the embedded Python installation within the <Data360Analyze Install Dir>\platform\windows-x86-64\python directory e.g.
cd C:\Program Files\Data360Analyze\platform\windows-x86-64\python
Then use pip to install the lz4 pacakge:
python -m pip install lz4

For reference, below are the URLs of the files downloaded by pip on my machine. However, as package files are platform architecture dependent, these files may not be appropriate for your machine and you should allow pip to determine the actual packages to be installed.
https://files.pythonhosted.org/packages/7a/c6/ecafa6fcb116616194bf439e319cf91e24c49efc03b691192104e9836d98/lz4-2.2.1-cp27-cp27m-win_amd64.whl
https://files.pythonhosted.org/packages/45/0b/38b06fd9b92dc2b68d58b75f900e97884c45bedd2ff83203d933cf5851c9/future-0.18.2.tar.gz